I can not get that that super class is AWTEvent class or EventObject?
Both. EventObject is AWTEvent's superclass. And AWTEvent is the superclass of many events that you'll use in day to day code. Most of the keyboard, mouse or basic user input events are AWTEvents. For the more specific Swing events, most of them extend EventObject -- though not all.
For example: ActionEvent extends AWTEvent which Extends EventObject
http://java.sun.com/javase/6/docs/api/java/awt/event/ActionEvent.html
EventObject is a very basic class, practically just the most basic of interfaces (although it's not actually an interface). AWTEvent is the class that actually handles the input events on a lower level. For the Swing classes that don't deal directly with hardware input events, they only need to extend the functionality provided by EventObject, so that's what they extend.
If you want to see which Events extend which classes go to the API's and browse the java.awt.event (http://java.sun.com/javase/6/docs/api/java/awt/event/package-frame.html) and javax.swing.event (http://java.sun.com/javase/6/docs/api/javax/swing/event/package-frame.html) packages to see which events extend which classes.
Well, it would have to be EventObject, since it's the superclass of AWTEvent. More to the point, AWTEvent is, as the name implies, the superclass of all the built-in AWT event classes, while event classess in other parts of the standard libraries (including Swing) descend from EventObject directly. You can see all this for yourself by looking at the docs.
But this is really a tautology: What's the superclass of all event classess? The class they're all subclassed from, of course! What I've told you is true (AFAIK) for the standard libraries, but anyone can write a class that descends from any existing, non-final class and name it "SomethingEvent". Be careful not to read too much into names and class hierarchies.