That program is written in actual pure Java syntax, not Processing! No “.pde” file there! 
Before converting it to Python Mode, you should 1st convert “Fluid_CustomParticles.java” to “Fluid_CustomParticles.pde”, so it runs under Java Mode.
The other “MyParticleSystem.java” file doesn’t need to be converted to a “.java” though. Just the 1 w/ setup() & draw() in it. 