You can drag a component in a GridBagLayout to make it span multiple cells. You can also specify the width and height of a component using Properties view or the Customize Layout window.
By default, when you drop a component into a GridBagLayout, the visual editor sets the x and y values to assign it to a cell. However, two additional constraints available for a component are gridheight and gridwidth, which are properties on the GridBagConstraints object that is instantiated for each component.
To span a component across multiple cells in a GridBagLayout: