keyPressed(KeyEvent e) 是按下时触发
keyReleased(KeyEvent e) 是松开时触发
keyTyped(KeyEvent e) 是什么时候触发？
好像是输入一个字符时，我弄了半天也没反应？

另外consume（）方法的作用是什么？（也没看懂）          

值为0-127ascii码按下就会触发。shift,control键会触发keyPressed,keyReleased但不会触发keyTyped, 可以试试下面程序

import java.awt.*;
import java.awt.event.*;
public class SimpleFrame extends Frame implements ActionListener{
    static int counter =0;
    TextField tf;
    SimpleFrame(){
        addWindowListener (new WindowEventHandler());
        tf=new TextField(10);
        tf.addKeyListener(new KeyHandler());
        add(tf);
    }
    
    public void actionPerformed(ActionEvent evt)  {  // handles New button
        System.out.println("getActionCommand()="+evt.getActionCommand());
        System.out.println("getModifiers()="+evt.getModifiers());
        System.out.println("paramString()="+evt.paramString());
        System.out.println("getSource()="+evt.getSource());
        SimpleFrame f = new SimpleFrame();//就是这里！
        counter++;
        f.setTitle("Window " + counter);
        f.setSize(200, 150);
        f.setLocation(30 * counter, 30 * counter);
        f.show();
        closeAllButton.addActionListener(f);
    }
    
    public static void main(String args[]) {
        SimpleFrame f = new SimpleFrame();
        f.setSize(200, 150);
        f.show();
        
    }
  
}
class WindowEventHandler extends WindowAdapter {
    public void windowOpened(WindowEvent e) {
        System.out.println("Opened WindowEvent received");
    }
    public void windowClosing(WindowEvent e) {
        System.out.println("Closing WindowEvent received");
        e.getWindow().dispose();
        
    }
    public void windowClosed(WindowEvent e) {
        System.out.println("Closed WindowEvent received");
    }
}

class KeyHandler extends KeyAdapter {
    public void keyPressed(KeyEvent e) {
        System.out.println("keyPressed");
    }
    public void keyReleased(KeyEvent e) {
        System.out.println("keyReleased");
    }
    public void keyTyped(KeyEvent e) {
        System.out.println("keyTyped");
        
    }
           
}