if you're developing software professionally, you do either Swing GUIs or you do backend stuff. Swing is pretty tricky and I'm sure the pros don't use GUI editors, as they mostly produce unmaintainable code.
For learning it's quite ok to know how things in Swing work, but as you've seen the most tutorials don't mention any IDEs. So you can use any editor for Swing programming.
You can do desktop or web application development (there are others). I suggest you do web application development instead of desktop since I believe there are more employment opportunites there. If you decide to go that route, I suggest you dump Swing and go with JSF. Its part of the recommended JEE technology stack (http://www.oracle.com//technetwork/java/javaee/tech/index.html). I also suggest you use either Netbeans IDE or Eclipse IDE since they are the most popular with experienced developers. You'll also need a (free) database. I suggest Oracle Express. For a server: Tomcat or Glassfish.
I suggest the first book you read is on Java, then on Servlets, then on JSF. I suggest you keep away from JSP, its older technology. However, you will eventually need to read up on it since so many web applications are written with it. You will probably need to maintain those types of web applications when employed. Which other technologies to study and in which order in the above mentioned link is a subject for another day.