1) To use JOGL in an applet, you have to sign it (due to the function System.loadLibrary and the native calls JOGL makes.) You can sign a JAR file here: http://download.oracle.com/docs/cd/E17409_01/javase/tutorial/security/toolfilex/step3.html
2) The class GLDisplay (or whatever class you want to show as the applet) should extend java.awt.Applet or javax.swing.JApplet (for swing).
3) To display it as an applet, you need to create a xHTML/HTML file with the <applet> tag or <object> tag. The <applet> tag has been deprecated by W3C and now W3C recommends you use the <object> tag. A quick google search should reveal some more information on this.