I'm a college student and this is my first time I have ever created a gui in Java. Right now I looked at this answer GUI in Java using Swing and followed the instructions and still nothing happens. Here is the code. I cut out all the irrelevant junk.
import javax.imageio.ImageIO;
import javax.swing.*;
import java.awt.*;
import java.awt.event.*;
public class Lab4Shell 
{
    // this holds the current game board
        private char[][] gameBoard = new char[7][8];
        private JButton[][] gameButtons = new JButton[7][8];
        private ImageIcon red = new ImageIcon("Red.jpg");
        private ImageIcon black = new ImageIcon("Black.jpg");
        private ImageIcon empty = new ImageIcon("Empty.jpg");
        private JPanel panel = new JPanel();
        private int currentPlayer = 1;
        private int numMoves = 0;
        //Why do you want everything in constructor?
        public Lab4Shell()
        {
            CreateWindow();
            ResetGame();
            // set layout
            // loop through buttons array creating buttons, registering event handlers and adding buttons to panel
            // add panel to frame
            // do other initialization of applet
        }
        public static void CreateWindow()
        {
            //Sets window title and create window object.
            JFrame aWindow = new JFrame("Connect Four");
            //Set window position and size
            aWindow.setBounds(500,100,400,400);
            //What close button does.
            aWindow.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
            //Make window visible.
            aWindow.setVisible(true);
        }
        public static void main(String args[])
        {
            SwingUtilities.invokeLater(new Runnable()
            {
                public void run()
                {
                    Lab4Shell game = new Lab4Shell();
                }
            });
        }
void ResetGame()
        {
            JLabel label = new JLabel();
            label.setIcon(empty);
            for(int r=0;r<gameBoard.length;r++)
            {
                java.util.Arrays.fill(gameBoard[r],0,gameBoard[r].length,'0');
                //loop through board columns
                for(int c=0;c<gameBoard[r].length;c++)
                {
                }
            }
            // loop through array setting char array back to ' ' and buttons array back to empty pic
            // reset currentPlayer and numMoves variables
        }