How can I make several threads draw several JLabel?

The problem is that all the threads share the same object and, therefore, the same attribute JLabel label1; : All threads are moving the same JLabel , which is the last one added.

As you say @ pablo-lozano, you are sharing the Label between threads. You also have some other fault:

• Thread array : You are declaring an array of Thread but then you try to assign a thread without accessing the array index. This should not even compile you

  Thread hilo[] = new Thread[cantidad];
   for (int i = 0; i < cantidad; i++) {
    hilo = new Thread(this, "Hilo n: " + i);
    hilo.start();
    System.out.println(hilo[i].getName());
  }
  

• Values x1, y1 : Like the JLabel you have declared them outside the run , so in the first thread no, but in the rest you will be assigned to all the same values (overlapping labels)

I'll give you a quick example of how you should do it (the JLabel is created in the run and passed as an argument to the methods that modify it)

/*
 * To change this template, choose Tools | Templates
 * and open the template in the editor.
 */
package ventana;

import javax.swing.*;

/**
 *
 * @author fjlabiano
 */
public class Ventana extends JFrame implements Runnable {
public Ventana() {

    int cantidad = Integer.parseInt(JOptionPane.showInputDialog("Numero de agentes?: "));
    Thread hilo[] = new Thread[cantidad];
    for (int i = 0; i < cantidad; i++) {
        hilo[i] = new Thread(this, "Hilo n: " + i);
        hilo[i].start();
        System.out.println(hilo[i].getName());
    }
}

public void agregalabel(int x1, int y1, JLabel label1) {

    setLayout(null);
    label1.setBounds(x1, y1, x1, y1);
    add(label1);
}

public void mover(int x1, int y1, JLabel label1) {
    int dec;
    while (true) {
        dec = (int) (Math.random() * 3) + 1;
        System.out.println("X: " + x1 + "Y: " + y1);
        switch (dec) {
            case 1:
                while (x1 < getWidth() - 30) {
                    x1 = x1 + 100;
                    label1.setBounds(x1, y1, x1, y1);
                    try {
                        Thread.sleep(500);
                    } catch (Exception e) {
                    }
                }
                break;

            case 2:
                while (x1 > 20) {
                    x1 = x1 - 100;
                    label1.setBounds(x1, y1, x1, y1);
                    try {
                        Thread.sleep(500);
                    } catch (Exception e) {
                    }
                }
                break;
            case '3':
                while (y1 < getHeight() - 30) {
                    y1 = y1 + 100;
                    label1.setBounds(x1, y1, x1, y1);
                    try {
                        Thread.sleep(500);
                    } catch (Exception e) {
                    }
                }
                break;
            case '4':
                break;

        }
    }
}

public static void main(String[] ar) {
    Ventana formulario1 = new Ventana();
    formulario1.setBounds(0, 0, 1800, 800);
    //formulario1.setExtendedState(JFrame.MAXIMIZED_BOTH);
    // formulario1.setSize(1300,600);
    formulario1.setResizable(true);
    formulario1.setVisible(true);
}

@Override
public void run() {
    int x1, y1;
    try {
        x1 = (int) (Math.random() * 500) + 500;
        y1 = (int) (Math.random() * 100) + 301;
        JLabel label1 = new JLabel("(*)");
        agregalabel(x1, y1, label1);
        System.out.println("Label agregado");
        mover(x1, y1, label1);
        Thread.sleep(1000);
    } catch (Exception e) {
    }
}
}