Here's how you can use it :

// Applet constructor
private RandomData random = RandomData.getInstance(RandomData.ALG_SECURE_RANDOM);
…
// Applet APDU handling code
private processGetChallenge(APDU apdu) {
    short length = apdu.setOutGoing();
    random.generateData(apdu.getBuffer(), (short)0, length);
    apdu.setOutgoingLength(length);
    apdu.sendBytes((short)0, length);
}

That's it !