If you know the point of the pixel ahead of time, you could draw the point (in this case, an X marks the spot) in the paint method, in a class that extends JFrame.
@Override
public void paint(Graphics g) {
int x = 50;
int y = 50;
super.paint(g);
g.drawLine(x-2, y-2, x+2, y+2);
g.drawLine(x-2, y+2, x+2, y-2);
}
Modify the 2 to change the length/size of the X.