do you mean a program to run under windows (or for smartphone?)

Is the focus of the question the save and load dialog?

Do you think of an image or text  file to be edited?

here is my approach.....

1. // http://forum.processing.org/topic/beginner-s-question-an-application-software-with-source-code-made-with-processing
2. //
3. import java.io.File;
4. //
5. String input = "";
6. String currentFile = "";
7. String lines[] = {
8.   ""
9. };
10. //
11. void setup() {
12.   size(880, 800);
13. }
14. void draw() {
15.   //
16.   background(111);
17.   text ( "type something     (F3 to open; F2 to save changes; F12 to save a new file; F10 delete input)", 10, 30 );
18.   text ("current file : " + currentFile, 10, 50);
19.   text (input, 10, 70);
20. }
21. void keyPressed() {
22.   if (key==CODED) {
23.     if ( keyCode== java.awt.event.KeyEvent.VK_F3 ) {
24.       // open
25.       load();
26.     }
27.     else if ( keyCode== java.awt.event.KeyEvent.VK_F2  ) {
28.       // save existing file
29.       if  ( !currentFile.equals("") )
30.         saveExistingFileThatHasBeenChanged();
31.       else
32.         println ("no file to save to ########################################");
33.     }
34.     else if ( keyCode== java.awt.event.KeyEvent.VK_F10  ) {
35.       // del
36.       input = "";
37.     } 
38.     else if ( keyCode== java.awt.event.KeyEvent.VK_F12  ) {
39.       // save new File
40.       save();
41.     }
42.     else
43.     {
44.       // do nothing
45.     }
46.     //
47.   } // if
48.   else
49.   { // key is not CODED
50.     input+=key;
51.   } // else
52.   //
53. } // func
54. // ------------------------------------------------------
55. void load() {
56.   //selectInput("Select a file to process:", "fileSelectedO");
57.   File folderToStartFrom = new File( dataPath("") + "//*.*" ); //  "D://Musik//*.*"
58.   selectInput("Select a File ", "fileSelectedO", folderToStartFrom );
59. }
60. void fileSelectedO(File selection) {
61.   if (selection == null) {
62.     println("Window was closed or the user hit cancel.");
63.   }
64.   else {
65.     println("User selected " + selection.getAbsolutePath());
66.     currentFile=selection.getAbsolutePath();
67.     lines = loadStrings( selection.getAbsolutePath());
68.     println("there are " + lines.length + " lines");
69.     for (int i = 0 ; i < lines.length; i++) {
70.       println(lines[i]);
71.     }
72.   }
73. }
74. // ---------------------------------------------------------
75. void save() {
76.   selectOutput("Select a file to write to:", "fileSelectedW");
77. }
78. void fileSelectedW(File selection) {
79.   if (selection == null) {
80.     println("Window was closed or the user hit cancel.");
81.   }
82.   else {
83.     println("User selected " + selection.getAbsolutePath());
84.     currentFile=selection.getAbsolutePath();
85.     String words = "apple bear cat dog";
86.     String[] list;
87.     list = split(words, ' ');
88.     list = append (  list, input);
89.     // Writes the strings to a file, each on a separate line
90.     saveStrings( selection.getAbsolutePath(), list);
91.   }
92. }
93. // ---------------------------------------------------------
94. void saveExistingFileThatHasBeenChanged() {
95.   println("saveExistingFileThatHasBeenChanged()");
96.   // Writes the strings to a file, each on a separate line
97.   lines = append (  lines, input);
98.   println (lines);
99.   saveStrings( currentFile, lines );
100. }
101. //

Thank you very much  Chrisir. I was actually looking for an small image editor (created with Processing)  - where an image file can be loaded - edited and then can be saved. Thanks again for your help. 

here is a starting example I did a while back, it is mainly for undo redo and open and save as for image editing you can easily add that yourself there is a great tutorial on processing.org