Is it correct to use JLabel always when you need to insert graphic or is other way? Im using Swing.
ImageIcon icon = new ImageIcon("icon.png");
JLabel label = new JLabel(icon);
panel.add(label);
http://docs.oracle.com/javase/tutorial/uiswing/components/icon.html
There's always more than one way to insert a graphic. It also depends on how you want to use the graphic. If its just for an Icon that is simplest and fastest way.