The panels are showing; they're just really boring. You create a lot of buttons and things, and three panels, and you add the panels to the frame, but you've neglected to add the buttons and things to the panels!
Note that the variable "frame" and the object you create for it are unnecessary; you probably already know that. The setVisible() calls for the panels are unnecessary, too.
We've got a whole forum devoted to Swing and suchlike things; I'm going to move this thread over there for any further discussion.