the two are unrelated concepts.

An Applet is a Java program running inside a web browser,
while a Frame is a kind of window. An Applet may open a
Frame, or it might just run inside its panel.

Are you thinking of running an applet as a standalone
application inside a Frame?

I think you are trying to ask difference between applet
window and frame.

If window it is already present there if you extend Applet
class to your class. You can create the components inside
the window and no need to write the code in main() method.
Its enough to write in init() or paint() method.

If it is a Frame then you need to extend Frame class to your
class. Then you can place the components inside frame. But
you need to include setSize(x,y) for setting the size of the
frame and setVisible(true) for displaying the frame in the
window.
And you need to write main() method also. there you need to
create object for frame class which you have created and
call the methods to display the frame.