Events in UML include signals, calls, the passing of time, and state changes. There are four main types of events: signal events, call events, time events, and change events. Signal events represent asynchronous communications between objects, with signals serving as parameters. Call events represent synchronous operation dispatches. Time events occur with the passage of time, modeled using "after." Change events represent a change in state or condition, modeled using "when." State machines specify an object's sequence of states in response to events. States are represented as rectangles, and transitions between states are lines. State machines model behavior for objects responding to asynchronous stimuli or those with behavior dependent on past states.