well, first and foremost, use [ code][ /code] tags. now that that's out of the way,
your constructor is right
for print you need to use a for loop or a while loop, to loop through the array and print the individual chars one at a time
for concat you need to make a new local array that is of size length + parameter length and copy the first into it and then the second.
for substring... that one is a bit more difficult, you need a local boolean to keep track of whether it is part or not, you need a a couple of loops, and a few int variables, i cannot think of a way to explain the way i am thinking it other than making code, but i think that you should try first :)
EDIT: on an off-topic note, what IDE are you using? NetBeans will write a constructor for you if you know hoe to use the right features