Importing MySQL Database to a .txt File
Any ideas/opinions about the code I written?


A couple of points on readability:


your code does too much. It reads from the database, it prints to a file, it prints to a GUI, and it formats strings. I would create separate methods for each of these activities (or at least for the formatting and the printing to GUI).
240 characters are definitely too long for one line. I would try for 80 chars, 120 max.
your directory location string is duplicated. Define it in a static field and then use new PrintWriter(location + "\\PasswordList.txt", "UTF-8");
why are there so many backslashes in your path? I'm not that familiar with Java + Windows, but this seems unnecessary.
just using a bunch of tabs for alignment is quite messy (the code is messy, and the result will be messy as well). Use either CSV (the code will be cleaner, the output really messy, but at least it will be on purpose), or use some code for proper alignment. 
you have way too many println. Just use \n.
your indentation is off, which makes it harder to read.
try to reduce the length of your try blocks. It's really hard to see what exception might be thrown by what operation if you just catch them all at the very end. You could also use try-with-resources.
Please COPY the FILE ADDRESS above and DELETE the 'PasswordList.txt' file: people are not going to do that. If this is important for security (and it kind of seems like it would be), you should find a different way to handle this.
a lot of your variables seem to be defined in a large scope, even though it isn't necessary. Eg entryX (which aren't needed at all, just use the value directly), pstmt, res, etc.