Both Java and Window's languages (i.e. C# VB) are capable of desktop GUIs.
But you may be getting ahead of yourself by thinking of the GUIs, IMHO the first thing to do is outline what you want/need the app to do in more detail, then figure out how to best do that. Even though it is tempting to get right at things, time spent in planning is time well spent.
What is the general purpose and goal of the app? eg. lack of trust in employees, analyze work flow, etc?
The app will need to somehow "know" when and who. Log in - log out? Work station keyboard/mouse activity?
What data? name/id, datetime, files accessed/modified?
Where to put data? database, filesystem?
What to do with data once you have it?
My intuitive thought is that writing in Windows for Windows would be better, as anything in Java will need to tie into Windows anyway. But if you do better working with Java than C#/VB and time is a factor maybe not so much.