Just as for HTML tags, you can simply add an attribute to the gm:xx tag. For example, if you want to apply an onclick event handler to gm:text, it would look something like this:
<gm:text onclick="alert('you clicked me');">...</gm:text>
Alternatively, you can include a gm:handleEvent object with certain GME modules such as gm:list, gm:map, and gm:calendar. This object will listen to an event and then perform an action when the event occurs.