I am creating an program in which I can draw a map and add different roads etc to it. I have planned to add the map terrain on one jpanel, and the roads etc on another, on top of each other. But I can't get them to work. I don't know how to add multiple jpanels completely on top of each other and making them all able to draw.
The basic approach to this problem would be to use a JLayeredPane and something like GridBagLayout.
The JLayeredPane will give you some better control over the z-deepthness of the various layers and the GridBagLayout will allow you to lay components over each other as you need.
You could also take a look at OverlayoutLayout, but never having used it, I can't comment.

import java.awt.BorderLayout;
import java.awt.Dimension;
import java.awt.EventQueue;
import java.awt.Graphics;
import java.awt.Graphics2D;
import java.awt.GridBagConstraints;
import java.awt.GridBagLayout;
import java.awt.Image;
import java.awt.image.BufferedImage;
import java.io.File;
import java.io.IOException;
import java.util.logging.Level;
import java.util.logging.Logger;
import javax.imageio.ImageIO;
import javax.swing.JComponent;
import javax.swing.JFrame;
import javax.swing.JLayeredPane;
import javax.swing.JPanel;
import javax.swing.UIManager;
import javax.swing.UnsupportedLookAndFeelException;
public class MapLayers {
    public static void main(String[] args) {
        new MapLayers();
    }
    public MapLayers() {
        EventQueue.invokeLater(new Runnable() {
            @Override
            public void run() {
                try {
                    UIManager.setLookAndFeel(UIManager.getSystemLookAndFeelClassName());
                } catch (ClassNotFoundException | InstantiationException | IllegalAccessException | UnsupportedLookAndFeelException ex) {
                }
                MapPane mapPane = new MapPane();
                try {
                    mapPane.addLayer(new ImageLayer(ImageIO.read(new File("Ponie.png")), 360, 10));
                    mapPane.addLayer(new ImageLayer(ImageIO.read(new File("Layer01.png")), 0, 0));
                } catch (IOException ex) {
                    ex.printStackTrace();
                }
                JFrame frame = new JFrame("Testing");
                frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
                frame.setLayout(new BorderLayout());
                frame.add(mapPane);
                frame.pack();
                frame.setLocationRelativeTo(null);
                frame.setVisible(true);
            }
        });
    }
    public class ImageLayer extends JComponent {
        private Image bg;
        private int xOffset;
        private int yOffset;
        public ImageLayer(Image image, int x, int y) {
            bg = image;
            xOffset = x;
            yOffset = y;
        }
        @Override
        protected void paintComponent(Graphics g) {
            super.paintComponent(g);
            if (bg != null) {
                Graphics2D g2d = (Graphics2D) g.create();
                g2d.drawImage(bg, xOffset, yOffset, this);
                g2d.dispose();
            }
        }
    }
    public class MapPane extends JLayeredPane {
        private BufferedImage bg;
        public MapPane() {
            try {
                bg = ImageIO.read(new File("PirateMap.jpg"));
            } catch (IOException exp) {
                exp.printStackTrace();
            }
            setLayout(new GridBagLayout());
        }
        public void addLayer(JComponent layer) {
            GridBagConstraints gbc = new GridBagConstraints();
            gbc.gridx = 0;
            gbc.gridy = 0;
            gbc.weightx = 1;
            gbc.weighty = 1;
            gbc.fill = GridBagConstraints.BOTH;
            add(layer, gbc);
        }
        @Override
        public Dimension getPreferredSize() {
            return bg == null ? new Dimension(200, 200) : new Dimension(bg.getWidth(), bg.getHeight());
        }
        @Override
        protected void paintComponent(Graphics g) {
            super.paintComponent(g);
            if (bg != null) {
                Graphics2D g2d = (Graphics2D) g.create();
                int x = (getWidth() - bg.getWidth()) / 2;
                int y = (getHeight()- bg.getHeight()) / 2;
                g2d.drawImage(bg, x, y, this);
                g2d.dispose();
            }
        }
    }
}
Take a look at How to use LayeredPanes for some more details
Are you intending to make the JPanels transparent?  You can call setOpaque(false), which will prevent the panel from flooding a background rectangle.  There is some useful information on stacking panes in the Swing tutorial.
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