In Java Swing, you can handle mouse clicking events on a JTable column header by adding a MouseListener to the table's column header. Here's an example:

import java.awt.event.MouseAdapter;
import java.awt.event.MouseEvent;
import javax.swing.JFrame;
import javax.swing.JScrollPane;
import javax.swing.JTable;
import javax.swing.SwingUtilities;
import javax.swing.table.DefaultTableModel;
import javax.swing.table.JTableHeader;

public class TableExample {
    public static void main(String[] args) {
        SwingUtilities.invokeLater(() -> {
            // Create a table with a default table model
            JTable table = new JTable(new DefaultTableModel(new Object[][]{{1, "John", "Doe"}, {2, "Jane", "Doe"}, {3, "Bob", "Smith"}}, new Object[]{"ID", "First Name", "Last Name"}));

            // Add a mouse listener to the table header to handle clicking events
            JTableHeader header = table.getTableHeader();
            header.addMouseListener(new MouseAdapter() {
                @Override
                public void mouseClicked(MouseEvent e) {
                    // Get the column index of the clicked header
                    int columnIndex = header.columnAtPoint(e.getPoint());

                    // Handle the click event for the column
                    handleHeaderClick(columnIndex);
                }
            });

            // Add the table to a scroll pane and display it in a frame
            JFrame frame = new JFrame();
            frame.add(new JScrollPane(table));
            frame.pack();
            frame.setVisible(true);
        });
    }

    private static void handleHeaderClick(int columnIndex) {
        // Handle the click event for the column
        System.out.println("Clicked column " + columnIndex);
    }
}

In this example, we create a JTable with a default table model and add a MouseListener to the table's column header. In the mouseClicked() method of the MouseListener, we get the column index of the clicked header using the columnAtPoint() method and handle the click event for the column by calling the handleHeaderClick() method.

The handleHeaderClick() method in this example simply prints a message to the console indicating which column was clicked, but you could add whatever custom code you need to handle the click event.

When you run this example, you will see a JTable with three columns: "ID", "First Name", and "Last Name". If you click on any of the column headers, a message will be printed to the console indicating which column was clicked.