As of 2018, Java plugins are not supported by any browsers (find out more). This Wolfram Demonstration, Primitive Pythagorean Triples 1: Scatter Plot, shows an item of the same or similar topic, but is different from the original Java applet, named 'PythTrip'. The originally given instructions may no longer correspond precisely.
(image below from deprecated 'PythTrip' applet)
(You can drag the green box out of the way anywhere in the applet area. Otherwise, drag small blue circles.)
(There is a different, more straightforward, illustration of the process of computing Pythagorean triples.)