How can I create my own events in Smalltalk? I am basically looking for some software events that can be triggered when some particular event happens.
In classic Smalltalk (supported by Squeak as a direct derivative of the original XEROX Parc image), you have a basic publish/subscribe model. Look for "event" in the protocol browser for Object instances.
In modern Smalltalk, you can use catch/throw user-defined events using the Exception class and its subclasses. See the class documentation for Exception for details.
You can also select the Announcements framework, available in Squeaksource, as a more flexible version of the classic event framework.