As you said is is a number in priority queue. Usually commands with lowest number stay at either edge of screen, in case of higher number of commands at single screen their start to group in one corner and command with lowest number remaining on other other side on its own. Priority number is notoriously know for different understanding/usage by different manufactures and different devices. Do not pay much attention to it
Command.Screen is generic type to enable programmers to build their own commands beside these pre-programmed (OK, Cancel, Back, Stop, Help). Did you checked Beginning J2ME: From Novice to Professional, chapter 5, pg 56 onwards?