How to change the mouse pointer to finger pointer in swing?

You can set cursor of JLabel to Cursor.HAND_CURSOR using below code :

JLabel label = new JLabel("https://stackoverflow.com");
label.setCursor(Cursor.getPredefinedCursor(Cursor.HAND_CURSOR));

go to the properties of the button or the label and scroll down you will find a column of cursor you can change to hand or whatever you want