setBounds

import javax.swing.*;
import java.awt.*;
import java.awt.event.*;

public class Janela extends JFrame {

  public Janela () {
	
       this.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE); 

           JLabel enunciado = new JLabel (" Teste ");
           enunciado.setBounds( 10, 10, 30, 50 );
		
           container c = getContentPane();
           c.add(enunciado); 
           pack();
	
   }
}

import javax.swing.*;
   import java.awt.*;
   import java.awt.event.*;

    public class PrimeiraJanela {
   
       public static void main (String[]args) {
      
         Janela j = new Janela ();
         j.setSize(500,500); 
         j.setVisible(true); 	
         j.show();
      
      }
   }