Java SWT dispose() and anonymous instantiation

Question

I've made a mistake of trying to learn SWT and run into a question I can't seem to find an answer to.
I've read many times that you should dispose() of any object as soon as you don't need it. What happens when you don't do that and does that mean you can't anonymously instantiate?
By anonymous instantiation I mean something like label.setBackground(new Color(...));

Answer 1

Thank you for the answers. Apparently, I simply can't use anonymous instantiation with SWT colors and fonts. Guess I'll have to make a cache to handle colors