As far as I know, there isn't a built in library for LWJGL, but there are several libraries using LWJGL.
I tried NiftyGui and TWL. TWL looks a bit easier and less messy to me, but both libraries need quite a lot of time to get used to work with (I managed to make some simple UIs with NiftyGui, with TWL we are stuck in the theme creation...).
If you only need buttons, you can make something pretty quick by yourself. But input text boxes (where the player can enter text) require some more work.
My advice would be:
Check what you want to do. Do you want a complex or a simple UI. Does it need many different controls (sliders, checkboxes, comboboxes, textfield, multiline textfield, dropdown etc.) or only a few. If you have a complex UI with many menus, settings, editable controls etc. I would look at either TWL or NiftyGui, as both libraries are used by many people and work pretty well (if you set them up correctly).
If you only need some basic things like buttons and a text menu, I would implement a basic UI by yourself, as it could take more time getting used to something like TWL or NiftyGui, then implementing the basic things from scratch.
As Peter Taylor pointed out, "Feng Gui" could also be an alternative. Though it seems to be discontinued, it seems to have a solid base: http://www.fenggui.org