My question is related to
Do I have to use each time I need to update the GUI components?
No, not if you're already on the event dispatch thread (EDT) which is always the case when responding to user initiated events such as clicks and selections. (The
actionPerformed methods etc, are always called by the EDT.)
If you're not on the EDT however and want to do GUI updates (if you want to update the GUI from some timer thread, or from some network thread etc), you'll have to schedule the update to be performed by the EDT. That's what this method is for.
Swing is basically thread unsafe. I.e., all interaction with that API needs to be performed on a single thread (the EDT). If you need to do GUI updates from another thread (timer thread, networking thread, ...) you need to use methods such as the one you mentioned (SwingUtilities.invokeLater, SwingUtilities.invokeAndWait, ...).