OpenJDK doesn't come with FX and you can install FX separately. But somehow it still doesn't work -- Java application that uses JavaFX just can't find the FX packages for compiling and running.
Some suggests to copy FX files into JDK's lib directory (see link at the bottom). I didn't try but that sounds most likely workable solution among many other suggestions. Tried OpenJDK 1.8, 9, 11, 14...(with OpenFX apt-get install) nothing worked.
Just download Oracle JDK 1.8 tar.gz file, and used it to compile/run -- just for that application by setting the PATH to Oracle JDK in a bash script.
That saves a lot of time than trying to make OpenJDK to work with FX.
If still want to try OpenJDK+OpenJFX, try this page: