Indeed if you do not know the precise number of JLabels, you can use the java.util.ArrrayList class, which allow you to add an object at runtime, each time you want:
ArrayList<JLabel> array = new ArrayList<JLabel>();
. . .
array.add(jLabel1);
array.add(jLabel2);
array.add(jLabel3);
Usign this object (google it and you'll find how to use it) you have no problem of what you add runtime or not.