Let me answer you according to your Java Statements for better clarity:
//Java:
JLabel l1=new JLabel();
//Objective C:
UIImageView * l1= [[UIImageView alloc] init];
//Java:
JLabel l2=new JLabel();
//Objective C:
UIImageView * l2 = [[UIImageView alloc] init];
//Java
JLabel [] arrayOfLabels = new JLabel[2];
//Objective C
NSMutableArray * imagesArray = [[NSMutableArray alloc] init];
//Java
arrayOfLabel[0] = l1;
//Objective C
[imagesArray addObject:l1];
//Java
arrayOfLabel[1] = l2;
//Objective C
[imagesArray addObject:l2];
Since you are not using ARC (i guessed it from your comment), so therefore you must release the things manually as part of memory management as:
[l1 release]; //After adding it to imagesArray
[l2 release]; //After adding it to imagesArray
And release the imagesArray when you don't need it. Normally it is done in dealloc(), but you can release it at any point where you don't need it further by simply calling:
[imagesArray release];
imagesArray = nil;
Hope so this will help you.