Your question is a bit to general but see this:

https://docs.mendix.com/howtogeneral/support/mendix-java-the-basics

and this:

https://docs.mendix.com/refguide/java-actions

https://docs.mendix.com/refguide/java-programming

If you are looking for step by step guide to write your own java actions: 

https://docs.mendix.com/howto/logic-business-rules/extending-your-application-with-custom-java

See this article: Mendix extensibility, contains some links that may be useful.