try this code, it is a small test with a frame and a panel, adding the table you created with your code to the scroll and that scroll adding it to the panel,
import javax.swing.JFrame;
import javax.swing.JPanel;
import javax.swing.JScrollPane;
import javax.swing.JTable;
import javax.swing.table.DefaultTableModel;
/**
*
* @author Alberto Loera
*/
public class JtableStack {
public static void main(String[] args) {
JFrame frame = new JFrame();
frame.setVisible(true);
frame.setSize(800, 600);
JPanel panel = new JPanel();
frame.add(panel);
DefaultTableModel dtm = new DefaultTableModel();
JTable tabla = new JTable();
JScrollPane scroll = new JScrollPane(tabla);
dtm.addColumn("NOMBRE");
dtm.addColumn("APELLIDOS");
dtm.addColumn("DNI");
dtm.addColumn("LOCALIDAD");
dtm.addColumn("PROVINCIA");
tabla.setModel(dtm);
panel.add(scroll);
panel.updateUI();
}
}