How to Write a Mouse Listener (The Java™ Tutorials > Creating a GUI with JFC/Swing > Writing Event Listeners)
Copy and Paste is as simple as a acessing the clipboard:
Java Tip 61: Cut, copy, and paste in Java - Java World
Undo depends on the kind of action that you want to undo. Do you mean the text that was entered? If you want to undo letter by letter, you can implement a Que system that records every letter entered in a JTextField. Then when the user undoes, you take the last letter add it and remove it from the JTextField (or word, depending on your requirement).