All methods must be implemented of an interface.

Yes, in Java, when a class implements an interface, it must provide an implementation for all of its methods. If it does not, it must be declared as abstract. Here are the steps:

1. Define an interface: An interface is defined using the interface keyword. It can include method signatures, default methods, static methods and constant declarations.

public interface MyInterface {
    void method1();
    void method2();
}

2. Implement the interface: A class implements an interface using the implements keyword.

public class MyClass implements MyInterface {
    // Implement method1
    public void method1() {
        // Method body
    }

    // Implement method2
    public void method2() {
        // Method body
    }
}

In this example, MyClass is implementing MyInterface, so it must provide an implementation for method1 and method2. If it does not, it will result in a compilation error unless MyClass is declared as abstract.