Tutorials for various aspects of developing applications with vlcj are available here...
These tutorials assume a decent level of Java and Swing experience, and assume that you know how to set up a project in an IDE such as IntelliJ IDEA or Eclipse.
Tutorials for vlcj-4 are also available here.
In addition to these tutorials, there is full source code for a feature-rich media player application available at the vlcj-player project at GitHub.
You should also consult the extensive Javadoc.
There are many examples in the project test sources.