This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
You haven't actually created any checkboxes anywhere.
At the moment, each time round the loop you're creating a new JCheckBoxarray, but all the elements in it are null. What you need to do is create the array once (probably assigning it to the class variable that you've comments out on line 3 - though please give it a more meaningful name!), and then create 5 JCheckBoxobjects to put in it.