How do I make hyperlinks work in an HTML page displayed in a JEditorPane?

Add a hyperlinkListner to your JEditorPane instance via addHyperlinkListener().

Define a hyperlinkUpdate() method as required when adding this listener. It's basically:

editorPane.addHyperlinkListener(new HyperlinkListener() {
  public void hyperlinkUpdate(HyperlinkEvent e) {
    try {
      if (e.getEventType == HyperlinkEventType.ACTIVATED) 
        editorPane.setPage(e.getURL());
    }
    catch (IOException e) {
      // handle as you like
    }
  }});