Hi!
Selenium is optimized to automate direct browser interaction, but an applet runs in the Java world, so you need a tool which is designed to control Java applications.
One of the tools that supports both, web and applet testing is QF-Test (
https://www.qfs.de/en.html). Just give it a try, there's a free evaluation.
Pascal
Disclaimer: I'm one of the developers of QF-Test.