In Scratch you can use the built-in sprite, backdrop and sound libraries. You can also upload you own images or sound files. You can use the built-in editors to modify the files to your liking.
Scratch for Java does not come with any of that. So you have to use external sources and tools to accomplish what Scratch is providing.
You can search the following sources for free graphics, which you can use for costumes or backdrop.
If you want to modify a graphic file or want to create your own, you can use the following tools:
For sounds, you can search the following sources:
For modifying or creating your own sounds you can use: