Código:
package yohen;
import javax.swing.*;
import java.awt.*;
import javax.swing.event.*;
/**
*
* @author Edison Jair Lizcano
*/
public class Main {
public static void main(String[] args) {
JFrame ventana = new JFrame();
ventana.setLocation(200, 300);
ventana.setLayout(new GridBagLayout());
GridBagConstraints limite = new GridBagConstraints();
final JLabel cartas [] = new JLabel[5];
String cambio = "";
for(int i = 0; i<=4; i++){
cambio = cambio.valueOf(i);
cartas[i].setName(cambio);
cambio = "/build/classes/yohen/mallet/"+cambio+".jpg";
cartas[i].setIcon(new ImageIcon(cambio));
JLabel prueba = new JLabel();
cartas[i] = prueba;
limite.gridx = i;
limite.gridy = 0;
limite.gridheight = 1;
limite.gridwidth = 1;
ventana.add(cartas[i], limite);
}
ventana.show();
ventana.pack();
}
}
...el problema solo era mi falta de referencia al array cartas[]...