This is one way to do it although probably not the most efficient.
In a for loop add an actionListener to each label in your array. Create a final int variable to track the index number of your array. In the mouse_clicked method use both the index int and the ActionEvent e as parameters
for(int i=0;i,array.length;i++){
final int index = i;
array.addMouseListener(Listener type){
array_Mouse_Clicked(index, e)etc....
Set up your array_Mouse_Clicked method like...
public void array_Mouse_Clicked(int index, ActionEvent e){
Actions to be performed;
}