Why Program Does Not Display Anything When Choices Are Inputted

I am experimenting with messages in JOptionPane and I was wondering why this program does not display anything when the choices are inputted.

*note: I tried putting "JOptionPane.showMessageDialog(null, "This is an information message", "Information", JOptionPane.INFORMATION_MESSAGE);" after the "int i = 0;" and then the messages displayed.

Scanner scan = new Scanner(System.in);
int i = 0;
while (i != 6)
{
System.out.println("1. Information message");
System.out.println("2. Error message");
System.out.println("3. Question message");
System.out.println("4. Plain message");
System.out.println("5. Warning message");

[code]....