Don't use setSize(). Don't use setLocation(). Every component in Swing is responsible for determining its own preferred size so the component looks consistent throughout the application and on different platforms.
Swing was designed to be used with "layout managers". The layout manager will determine the size/location of each button. So it overrides the values you used.
The default layout manager for a JPanel is a FlowLayout which means the components are aligned beside one another with a specified gap so the layout looks professional no matter what font/text is used for each component.
Read the section from the Swing tutorial on
Using Layout Managers for more information and working examples of layout managers.
Also, the text on buttons is typically not capitalized. Learn by example from other applications that use buttons! For example look at any button used on this website.