A possibility is that you could create multiple AWT windows, each with its own rendering thread and with different
GLContexts. This would allow each window to have an entirely separate OpenGL context, somewhat like having multiple
Displays, but requiring some extra "glue" code to get it working.
EDIT: Another interpretation of your question might be about having multiple windows inside the main game display. In that case, a better way of doing things might be to render to a framebuffer object so that you can create fake windows on-screen.