EDT and SwingUtilities.invokeLater help

OK, I got really confused about when to use SwingUtilities or not.
For example.

Let's say that I have a simple class that extends JFrame, a private
JButton field testButton and a private JLabel field testLabel.

Somewhere down the code I right the following:

testButton.addActionListener(new ActionListener() {
public void actionPerformed(ActionEvent e){
testLabel.setText("testButton");
}
});

Does this needs to be converted to :

public void actionPerformed(ActionEvent e){
SwingUtilities.invokeLater(new Runnable(){
public void run(){
testLabel.setText("testButton");
}
})
});

or not? And why..?
When exactly do I need to use SwingUtilities?
If I have a thread that changes a JLabel inside/outside the class, do
I need it?
If the thread instead of changing the testLabel invokes
testButton.doClick(), will I still need to use SwingUtilities..?

Overall, is there any good reference in the internet to explain all
these..?

Thank you very very very very much for your help..

.