FWIW that stuff was put in the Java tutorial (not sure if this is still the case today). The "Visual Index to the Swing Components"[0] (a copy i found online from ~2003) shows JLabel with an image and the docs even begin with "With the JLabel class, you can display unselectable text and images.".

[0] https://fizyka.umk.pl/~jacek/docs/javatutorial/uiswing/compo...