Example of creating a Processing sketch with multiple windows. NOTE: this doesn't work in Processing 3.0. See the Processing 3.0 version here: https://gist.github.com/atduskgreg/666e46c8408e2a33b09a

multi_window.pde

import java.awt.Frame;

PWindow w;

void setup() {
  size(320, 240);

  w = new PWindow(100, 100, 500, 200);
}

void draw() {
  background(255, 0, 0);
  fill(255);
  rect(10, 10, frameCount, 10);

  w.app.background(0, 0, 255);
  w.app.fill(100);
  w.app.rect(10, 20, frameCount, 10);
  w.app.redraw();
  

}

void mousePressed(){
  println("mousePressed"); 
}

PWindow.pde

class PWindow extends Frame {  
 PWindowApp app;
  
  PWindow(int x, int y, int w, int h) {
    setBounds(x,y,w,h);
    app = new PWindowApp();
    app.setParent(this);
    add(app);
    app.init();
    show();
    
  }
}
class PWindowApp extends PApplet {
  Frame parent;
  
  void setParent(Frame _parent){
    parent = _parent;
  }
  
  void setup() {
    size(parent.getWidth(), parent.getHeight());
    noLoop();
  }

  void draw() {
  }
  
  // all mouse, keyboard events work in here as expected
  // TODO: Could there be an API for defining these from the outside?
  void mousePressed(){
    println("second app mouse pressed");
  }
}