and now I would like to add "Action" for my jComboBox. If I will press for example "First" from my ComboBox on my textArea will appears "First" (yes "First", and I will press "Next" on my textArea should appear "Next" - same text as was in jComboBox)
You can get the selected item (hint) or the selected index (hint) from the combo box. Once you have the index you can get the item at the selected index (hint)
Check the API for methods which will let you do this.
Once you have the item, well you have the required string!