java - EDT location with several JFrame window

I have a Swing JFrame. If I create a new JFrame in a new thread during the program execution where will be the EDT ? In the current thread of the last JFrame window or in the first window.

EDIT:
Thanks for your answers.

I understand them and i'm ok with them. I know that we don't must create swing object elsewhere that the EDT but I meet problem.

I explain; I developed a JAVA application for create and extract archive like winrar. You can create several arhive in same time with multi-thread. And recently, I wanted add an information status during the archive creation in the form of JprogressBar in a new JFrame at every creation. But my problem is for generate a communication in the new status frame and the thread who create archive. That's why, I create the JFrame in the archive thread for update the progress bar currently.

But like i could read it in divers information source and on your answers/comments, it's against java swing and performance; I can't create swing object elsewhere that the EDT.

But then, how should I solve my problem ?