Get rid of the IDE. The IDE uses a GroupLayout.The GroupLayout is flexible but it is also complex to use and so it is generally used by IDE's that try to use a single layout for the entire GUI. Take a look at the code that was generated to add a component to a panel.
Now take a look at the code that you used the add the label to the panel:
Your code looks nothing like the code generated since you don't provide any constraints that tells the GroupLayout how to size/position the component.
I always suggest you build the GUI manually and learn how to use Swing and not the IDE.
You can start with the Swing tutorial on
Layout Managers which explains how the layout managers work and contains example programs.
Also the general code when adding a component AFTER the GUI is visible is: