What have you tried to code each of the 4 additional features of a help option, setParams option, FillArray option and DisplayResults option? I'll give a very rough outline of the logic and you may have to add smaller steps. Also, there are different types of JOptionPane, so you'll have to figure out which one is appropriate for you to use.
Help option:
1) Create a JOptionPane or JDialog
2) Use a KeyListener/KeyAdapter and register it accordingly (you don't need to have both a KeyListener and KeyAdapter, only one).
setParams option:
1) Create a JOptionPane that gets the user input or read directly from the console (depends on the instructions you were given)
2) Check to make sure the input does not exceed 50 students and 5 quizzes, otherwise ask again for input
FillArray option:
1) Create a JOptionPane that gets the user input or read directly from the console (depends on the instructions you were given)
2) Check to make sure the student ID is made up of exactly 5 digits. You can either check to see whether each ID increments by 1 (which I wouldn't do) or increment by 1 five times based on the entered ID.
3) Since the name is "FillArray", fill whatever the array is.
DisplayResults option:
1) Override a toString() : String method or create a similar one for your data types.
2) Display either in a JOptionPane that shows output dialog, JDialog or display to the console.