You made common mistakes, confusing what extending does and created another object. Here are some very minor changes to your code to bring it back in line. I also changed some names to respect Java's naming conventions:
import java.awt.*;
import javax.swing.*;
// GB: renamed the class
public class TestFrame extends JFrame
{
private JButton play;
private JButton highscore;
private JButton close;
public static void main ( String[] args )
{
// GB: new code
TestFrame frame = new TestFrame( "Test" );
// old code commented out
// Frame frame = new Frame ( "Test" );
frame.setSize ( 600, 600 );
frame.setDefaultCloseOperation ( JFrame.EXIT_ON_CLOSE );
frame.setLayout ( null );
frame.setVisible ( true );
} // end method main()
// GB: renamed the constructor
public TestFrame ( String title )
{
super ( title );
play = new JButton ( "Play" );
play.setBounds ( 120, 40, 160, 40 );
add ( play );
highscore = new JButton ( "Highscores" );
highscore.setBounds ( 120, 120, 160, 40 );
add ( highscore );
close = new JButton ( "Close" );
close.setBounds ( 120, 200, 160, 40 );
add ( close );
} // end constructor
} // end class TestFrame
This is not the final answer and even all correct as it is, but I respect that you're learning and taking it a step at a time. A habit you should start NOW is starting Swing apps on the EDT by using SwingUtilities.invokeLater() in the main() method to start the Swing app. That'll be in my next post if you keep this one going.