L' ho corretto:
codice:
import javax.swing.JFrame;
import java.util.Scanner;

public class Window
{
  private int l;
  private int a;

  public void interfaccia()
  {
      Scanner sc=new Scanner(System.in); 
      System.out.println("Digitare larghezza finestra-> ");
      l=sc.nextInt();
      System.out.println("Digitare altezza finestra-> ");
      a=sc.nextInt();
      JFrame window = new JFrame("Finestra");
      window.setBounds(0,0,l,a);
      window.setVisible(true);
  }

  public static void main(String[] args)
  {
    Window a = new Window();
    a.interfaccia();
  }
}