Yes, you can, provided that you use the Swing or AWT interface components, as the Cocoa interface will not be available on Windows or Linux.
Any half-decent Java textbook will show you how to use Swing to create a user-interface. Admittedly, it sucks in comparison to Apple's Interface Builder, since it requires you to code in the interface design.
You also have the option, of course, of simply re-writing the interface code on the Win/Linux version, which can be done if you stay organised and keep the interface classes well separate from the flesh and bones of your program.