There isn't a function to do that, you have to set a JLabel with your icon property set to the picture and set it to the length and width of the JFrame and set the JFrame's layout property value to null. Then just change the order of the buttons/Labels and what have you so that the background is in fact, in the back.
For a more detailed solution to the particular problem,go to
http://www.netbeanstutorials.com/p/setting-background-image.html
There's even a video how to do it there. I know I was specific but to a newbie it can be overwhelming.