This is an example script translated from wekaexamples.core.CreateInstances, which generates an weka.core.Instances object with different attribute types, and prints it out in ARFF format.

CreateInstances.scala

import java.util
import weka.core.{DenseInstance, Attribute, Instances}
import scala.collection.convert.wrapAll._

// 1. set up attributes
val atts = {
  // numeric
  val att1 = new Attribute("att1")
  // nominal
  val att2 = new Attribute("att2", (1 to 5).map("val" + _))
  // string
  val att3 = new Attribute("att3", null.asInstanceOf[util.ArrayList[String]])
  // date
  val att4 = new Attribute("att4", "yyyy-MM-dd")

  // relational
  val att5 = {
    // numeric
    val att5_1 = new Attribute("att5.1")
    // nominal
    val att5_2 = new Attribute("att5.2", (1 to 5).map("val5." + _))

    val dataRel = {
      val attsRel = new util.ArrayList[Attribute](List(att5_1, att5_2))
      new Instances("att5", attsRel, 0)
    }

    new Attribute("att5", dataRel, 0)
  }

  new util.ArrayList[Attribute](List(att1, att2, att3, att4, att5))
}

// 2. create Instances object
val data = new Instances("MyRelation", atts, 0)

// 3. fill the data
// first instance
val vals1 = {
  val vals = Array.ofDim[Double](data.numAttributes())
  // numeric
  vals(0) = math.Pi
  // nominal
  vals(1) = data.attribute(1).indexOfValue("val3")
  // string
  vals(2) = data.attribute(2).addStringValue("This is a string!")
  // date
  vals(3) = data.attribute(3).parseDate("2001-11-09")
  // relational
  vals(4) = {
    val relation = data.attribute(4).relation()
    val dataRel = new Instances(relation, 0)
    dataRel.add(
      new DenseInstance(1.0, Array(
        Math.PI + 1,
        relation.attribute(1).indexOfValue("val5.3"))))
    dataRel.add(
      new DenseInstance(1.0, Array(
        Math.PI + 2,
        relation.attribute(1).indexOfValue("val5.2"))))

    data.attribute(4).addRelation(dataRel)
  }

  vals
}
// add
data.add(new DenseInstance(1.0, vals1))

// second instance
val vals2 = {
  val vals = Array.ofDim[Double](data.numAttributes())
  // numeric
  vals(0) = math.E
  // nominal
  vals(1) = data.attribute(1).indexOfValue("val1")
  // string
  vals(2) = data.attribute(2).addStringValue("And another one!")
  // date
  vals(3) = data.attribute(3).parseDate("2000-12-01")
  // relational
  vals(4) = {
    val relation = data.attribute(4).relation()
    val dataRel = new Instances(relation, 0)
    dataRel.add(
      new DenseInstance(1.0, Array(
        Math.E + 1,
        relation.attribute(1).indexOfValue("val5.4"))))
    dataRel.add(
      new DenseInstance(1.0, Array(
        Math.E + 2,
        relation.attribute(1).indexOfValue("val5.1"))))

    data.attribute(4).addRelation(dataRel)
  }

  vals
}
// add
data.add(new DenseInstance(1.0, vals2))

// 4. output data
println(data)

The original code is available at:
https://svn.cms.waikato.ac.nz/svn/weka/trunk/wekaexamples/src/main/java/wekaexamples/core/CreateInstances.java