If your JLabel is called myLabel, I believe that it can easily be removed by calling myLabel.setIcon(null).
I just added an icon to a label, can I programmatically change or remove this icon? so when I press a button, the icon is gone?
A Java program can be run from the command line quite easily, and if packaged into a Jar file, can be run by double clicking on the Jar -- no NetBeans required. Check out the Java introductory tutorials on how to compile and run Java programs without NetBeans. You can find this here:
If I run my program, I get a java screen, but is it possible to open my program when netbeans is closed? can I find an .exe or something of my program?