I downloaded the latest nightly builds of jogl-2.0-windows-i586.zip and jogl-demos-src.zip dated 09-Aug-2009 03:01 and tried to build the demos from the source on this Windows Vista machine.
It's not you, the demo source isn't in a compilable state. BTW, I'm a complete OpenGL newbie, but this clearly is beyond simple build/setup/environment issues.
I tried the same demo.nurbs.curveapp code... I could make a few fixes:
change this: import javax.media.opengl.GLCanvas;
to this: import javax.media.opengl.awt.GLCanvas;
change this: import com.sun.opengl.util.GLUT;
to this: import com.sun.opengl.util.gl2.GLUT;
But I'm still getting a non of compilation errors that are clearly not basic build or environment issues. For example, I get errors on the following three (separate) lines:
this.nurbs = glu.gluNewNurbsRenderer();