How do I add more images to a background Jpanel?

package Main;

import javax.swing.*;
import javax.imageio.ImageIO;
import javax.swing.ImageIcon;
import java.io.File;
import java.io.IOException;


public class Background {

    public static void main(String[] args) {

        //Window Name
        JFrame F = new JFrame("Xiao's World");

        //Background Image
        try{
            F.setContentPane(new JLabel(new ImageIcon(ImageIO.read(new File("src/Main/sky.jpg")))));

        }catch(IOException e)
        {
            //Case if image is not available
            System.out.println("Image doesn't exist.");
        }

        //Frame setup and rules
        F.setResizable(false);
        F.pack();
        F.setSize(800, 600);
        F.setVisible(true);

    }
}

You see I can easily display a background no problem but I want a picture to be displayed on top of this background along with a few others is there a way to make a method to easily display multiply images on top of each other?

I'm trying to create a scene but it's kind of difficult because most tutorials are background imaging and not scene making. Also if you could help me so I can set up a stream of music to go alone with it that would be great, I have the images and the files I just need a code to help me set it up. I'm not that good with methods so explanations are appreciated.