How to draw on a Jdialog

Question

Hello. I have a window in Jdialog, where I put several components, which is like this:

And I had to do something kind of like this:

as this screen is very large, I will post only part of her code:

JPanel pnHe = new JPanel(new BorderLayout());
JPanel pnHeC1 = new JPanel(new FlowLayout(FlowLayout.CENTER));
JPanel pnHeC1Aux = new JPanel(new GridLayout(8, 1));
JPanel pnHeC1L1 = new JPanel(new FlowLayout(FlowLayout.LEADING));
JPanel pnHeC1L2 = new JPanel(new FlowLayout(FlowLayout.LEADING));
JPanel pnHeC1L3 = new JPanel(new FlowLayout(FlowLayout.LEADING));
JPanel pnHeC1L4 = new JPanel(new FlowLayout(FlowLayout.LEADING));
JPanel pnHeC1L5 = new JPanel(new FlowLayout(FlowLayout.LEADING));
JPanel pnHeC1L6 = new JPanel(new FlowLayout(FlowLayout.LEADING));
JPanel pnHeC1L7 = new JPanel(new FlowLayout(FlowLayout.LEADING));
JPanel pnHeC1L8 = new JPanel(new FlowLayout(FlowLayout.LEADING));
JPanel pnHeSem = new JPanel(new FlowLayout(FlowLayout.CENTER));
JPanel pnHeSemAux = new JPanel(new GridLayout(8, 1));
JPanel pnHeSemSeg = new JPanel(new FlowLayout(FlowLayout.LEADING));
JPanel pnHeSemTer = new JPanel(new FlowLayout(FlowLayout.LEADING));
JPanel pnHeSemQua = new JPanel(new FlowLayout(FlowLayout.LEADING));
JPanel pnHeSemQui = new JPanel(new FlowLayout(FlowLayout.LEADING));
JPanel pnHeSemSex = new JPanel(new FlowLayout(FlowLayout.LEADING));
JPanel pnHeSemSab = new JPanel(new FlowLayout(FlowLayout.LEADING));
JPanel pnHeSemDom = new JPanel(new FlowLayout(FlowLayout.LEADING));
JPanel pnHeSemFer = new JPanel(new FlowLayout(FlowLayout.LEADING));

JCheckBox chHeSeg = new JCheckBox("Seg ");
JCheckBox chHeTer = new JCheckBox("Ter  ");
JCheckBox chHeQua = new JCheckBox("Qua ");
JCheckBox chHeQui = new JCheckBox("Qui  ");
JCheckBox chHeSex = new JCheckBox("Sex ");
JCheckBox chHeSab = new JCheckBox("Sab ");
JCheckBox chHeDom = new JCheckBox("Dom");
JCheckBox chHeFer = new JCheckBox("Fer  ");

JCheckBox chHeSegAp = new JCheckBox("Apura Agrupado");
JCheckBox chHeTerAp = new JCheckBox("Apura Agrupado");
JCheckBox chHeQuaAp = new JCheckBox("Apura Agrupado");
JCheckBox chHeQuiAp = new JCheckBox("Apura Agrupado");
JCheckBox chHeSexAp = new JCheckBox("Apura Agrupado");
JCheckBox chHeSabAp = new JCheckBox("Apura Agrupado");
JCheckBox chHeDomAp = new JCheckBox("Apura Agrupado");
JCheckBox chHeFerAp = new JCheckBox("Apura Agrupado");

JTextField tfHeSeg = new JTextField(4);
JTextField tfHeTer = new JTextField(4);
JTextField tfHeQua = new JTextField(4);
JTextField tfHeQui = new JTextField(4);
JTextField tfHeSex = new JTextField(4);
JTextField tfHeSab = new JTextField(4);
JTextField tfHeDom = new JTextField(4);
JTextField tfHeFer = new JTextField(4);

JCheckBox chHeDiario = new JCheckBox("Apura excedente Diário");
JCheckBox chHeSemana = new JCheckBox("Apura excedente Semanal");
JCheckBox chHeDsr = new JCheckBox("Apura excedente DSR (Domingos/Feriados)");
JCheckBox chHeDiuNot = new JCheckBox("Apura Diurno/Noturno separadamente");
JCheckBox chHeDiaSem = new JCheckBox("Apura excedente Diário/Semanal");
JCheckBox chHeNotSep = new JCheckBox("Apura excedente das \"horas noturnas acrescidas\" separadamente");
JCheckBox chHeEncerr = new JCheckBox("Apura excedente jornada Noturna até o encerramento do cartão");
JCheckBox chHeDupTri = new JCheckBox("Horas extras duplas/triplas");

Building:

    pnHeC1L1.add(chHeDiario);
    pnHeC1L2.add(chHeSemana);
    pnHeC1L3.add(chHeDiaSem);
    pnHeC1L4.add(chHeDiuNot);
    pnHeC1L5.add(chHeDsr);
    pnHeC1L6.add(chHeNotSep);
    pnHeC1L7.add(chHeEncerr);
    pnHeC1L8.add(chHeDupTri);
    pnHeC1L8.add(tfHeFaixa1);
    pnHeC1L8.add(tfHeFaixa2);

    tfHeFaixa1.setEnabled(false);
    tfHeFaixa2.setEnabled(false);

    pnHeSemSeg.add(chHeSeg);
    chHeSeg.setSelected(true);
    pnHeSemSeg.add(tfHeSeg);
    pnHeSemSeg.add(chHeSegAp);

    pnHeSemTer.add(chHeTer);
    chHeTer.setSelected(true);
    pnHeSemTer.add(tfHeTer);
    pnHeSemTer.add(chHeTerAp);

    pnHeSemQua.add(chHeQua);
    chHeQua.setSelected(true);
    pnHeSemQua.add(tfHeQua);
    pnHeSemQua.add(chHeQuaAp);

    pnHeSemQui.add(chHeQui);
    chHeQui.setSelected(true);
    pnHeSemQui.add(tfHeQui);
    pnHeSemQui.add(chHeQuiAp);

    pnHeSemSex.add(chHeSex);
    chHeSex.setSelected(true);
    pnHeSemSex.add(tfHeSex);
    pnHeSemSex.add(chHeSexAp);

    pnHeSemSab.add(chHeSab);
    chHeSab.setSelected(true);
    pnHeSemSab.add(tfHeSab);
    pnHeSemSab.add(chHeSabAp);

    pnHeSemDom.add(chHeDom);
    chHeDom.setSelected(true);
    pnHeSemDom.add(tfHeDom);
    pnHeSemDom.add(chHeDomAp);

    pnHeSemFer.add(chHeFer);
    chHeFer.setSelected(true);
    pnHeSemFer.add(tfHeFer);
    pnHeSemFer.add(chHeFerAp);

    pnHeSemAux.add(pnHeSemDom);
    pnHeSemAux.add(pnHeSemSeg);
    pnHeSemAux.add(pnHeSemTer);
    pnHeSemAux.add(pnHeSemQua);
    pnHeSemAux.add(pnHeSemQui);
    pnHeSemAux.add(pnHeSemSex);
    pnHeSemAux.add(pnHeSemSab);
    pnHeSemAux.add(pnHeSemFer);
    pnHeSem.add(pnHeSemAux);
    pnHeSemAux.setBorder(BorderFactory.createLoweredBevelBorder());

    pnHeC1Aux.add(pnHeC1L1);
    pnHeC1Aux.add(pnHeC1L2);
    pnHeC1Aux.add(pnHeC1L3);
    pnHeC1Aux.add(pnHeC1L4);
    pnHeC1Aux.add(pnHeC1L5);
    pnHeC1Aux.add(pnHeC1L6);
    pnHeC1Aux.add(pnHeC1L7);
    pnHeC1Aux.add(pnHeC1L8);
    pnHeC1.add(pnHeC1Aux);

    pnHe.add(pnHeC1, BorderLayout.CENTER);
    pnHe.add(pnHeSem, BorderLayout.EAST);

I would like to know how to put that key there, followed by the 3 options, I know it is something basic, but I could not think of another solution without using setBounds or using images. But there might be something that makes me "draw" in Jpanel, something that makes the styling equal to the edge where the days of the week are, but in key format.