Map.Entry: How to use it?

This code is better rewritten as:

for( Map.Entry me : entrys.entrySet() )
{
    this.add( (Component) me.getValue() );
}

and it is equivalent to:

for( Component comp : entrys.getValues() )
{
    this.add( comp );
}

When you enumerate the entries of a map, the iteration yields a series of objects which implement the Map.Entry interface. Each one of these objects contains a key and a value.

It is supposed to be slightly more efficient to enumerate the entries of a map than to enumerate its values, but this factoid presumes that your Map is a HashMap, and also presumes knowledge of the inner workings (implementation details) of the HashMap class. What can be said with a bit more certainty is that no matter how your map is implemented, (whether it is a HashMap or something else,) if you need both the key and the value of the map, then enumerating the entries is going to be more efficient than enumerating the keys and then for each key invoking the map again in order to look up the corresponding value.

A Map consists of key/value pairs. For example, in your code, one key is "Add" and the associated value is JButton("+"). A Map.Entry is a single key/value pair contained in the Map. It's two most-used methods are getKey() and getValue(). Your code gets all the pairs into a Set:

Set entrys = listbouton.entrySet() ;

and iterates over them. Now, it only looks at the value part using me.getValue() and adds them to your PanneauCalcul

this.add((Component) me.getValue()) ;   //don't understand

Often this type of loop (over the Map.Entry) makes sense if you need to look at both the key and the value. However, in your case, you aren't using the keys, so a far simpler version would be to just get all the values in your map and add them. e.g.

for (JButton jb:listbouton.values()) {
  this.add(jb);
}

One final comment. The order of iteration in a HashMap is pretty random. So the buttons will be added to your PanneauCalcul in a semi-random order. If you want to preserve the order of the buttons, you should use a LinkedHashMap.

Map.Entry is a key and its value combined into one class. This allows you to iterate over Map.entrySet() instead of having to iterate over Map.keySet(), then getting the value for each key. A better way to write what you have is:

for (Map.Entry<String, JButton> entry : listbouton.entrySet())
{
  String key = entry.getKey();
  JButton value = entry.getValue();

  this.add(value);
}

If this wasn't clear let me know and I'll amend my answer.

Note that you can also create your own structures using a Map.Entry as the main type, using its basic implementation AbstractMap.SimpleEntry. For instance, if you wanted to have an ordered list of entries, you could write:

List<Map.Entry<String, Integer>> entries = new ArrayList<>();
entries.add(new AbstractMap.SimpleEntry<String, Integer>(myStringValue, myIntValue));

And so on. From there, you have a list of tuples. Very useful when you want ordered tuples and a basic Map is a no-go.