Well, you are neither adding the JLabel to anything, nor "refreshing" whatever you might have wanted to add it to.
Edit: And, if you want to change a Lable that already exists somewhere in the GUI, then don't use new JLabel() in the try/catch block. If you do, you have created a new JLabel, but the original still exists and is still a part of the GUI.
Generally URLs are only used for the internet, use Files for local stuff...
True, to an extent, but it still works with a url, as it will be given a "file://" url, rather than an "http://" url. It is still valid. His problem lies either in that he is not adding the JLabel, at all, is not calling validate() on whatever he added it to, or, because he is calling "new JLabel" in the try block, he is not actually changing the JLabel that already appears in the GUI, but rather creating a new one and not doing anything with it. (I believe, anyway.)