This article only describes the easy stuff, that has been written hundreds of times.

A more interesting problem is how can you use other look-and-feels (LAF) 'on the fly' without having the software knowing the particular look and feel in advance.
First it may be wise to define a special directory where you can drop the *.jar files providing different LAF's.
Then you have to implement your own classloader to load the files from that directory. I have to say it was extremely annoying to implement this.

It's also wise to add a fallback to the default LAF shipped with the JRE if the last selected LAF is no longer available (deleted *.jar file or whatever happend) but stored in the configuration file of your application.

There are also LAF's available supporting different styles (other color sets). I don't know if there is a automated/build-in way to get this information and to display a style selection dialog where the user can select one of the styles. Creating an own dialog for this doesn't seem to make sense as you do not know what the LAF supports.