I would make the following change:
try {
conexion c =new conexion();
Statement s= c.con.createStatement();
// ResultSet rs=s.executeQuery("SELECT * from cliente");
s.executeUpdate("INSERT INTO cliente (Cod_Cliente, Nombre_Cliente,Numero_Mesa)Values('"+CodigoCliente.getText()+"','"+NombreCliente.getText()+"','"+Mesa.getText()+"')");
}catch(ClassNotFoundException | SQLException e){
System.out.print("Error"+e);
}
I advise you to place the classes with Capital letters by standard. That is, the connection class should be called Connection. I also changed the 'for'. Greetings!