You can find the on command in your Actions panel, under Actions->Movie Controls. Flash uses parameters to control which mouse event triggers the actions defined in your script; the most common is the on (release) parameter, because it mimics typical browsing actions where a link is opened not immediately upon clicking, but after the finger is relaxed to release the click.
Rather than write the code yourself, you can select the commands using the checkboxes/fields and let Flash do all the work. You can select multiple instances so that the commands will be performed at any one of multiple events, or only choose one. If you select more than one then the parameters will be separated by a comma. Continue for a breakdown of all of the parameters.