Last week, we had the author of TDD for a Shopping Website LiveProject. Friday at 11am Ranch time, Steven Solomon will be hosting a live TDD session just for us. See for the agenda and registration link
You need to set some sort of size, or bounds for your frame before trying to make it visible.
When you see the frame, the panel will be inconspicuous, because you can't see it until you do something to it. Try setting the background of the panel to a particular colour with the java.awt.Color class.
All the methods are in the documentation for JPanel and JFrame, but you might have to hunt through the blocks of "methods inherited from . . . " to find them.
A lot of books, eg Deitel and Deitel, Horstmann and Cornell, which you will find in our book review pages have good introductions to Swing in. So do the Java™ Tutorials, but I worry about their use of addXXXListener(this) passim.
Making a frame with a panel inside is a very easy thing. You can easily do it by having a look at Java Tutorials.
If you are designing with Matisse please check what Layout does Netbeans use as default. Also its a good idea to use background color or Line Borders while debugging so you know your components are where you have placed them.