>How can I model in UML (optionaly using Rational Rose) class which has a objects (instances) of another classes?
>I have objects in class that have overriden methods (such as Init, Click...)and I don't know how to show that objects in class diagrams with those methods since they are not classes? Can I have relations with class and objects (instances) shown in that diagram?

In UML, we have the Class diagrams which shows relationships (associations like aggregation and composition) between classes and Object diagrams that show a snapshot of how object instances are related at a specific instance of time during the execution of the program. So I would not mix the two diagrams. Do not show objects on a class diagram.

On a Class diagram you can also show generalization (inheritance), so this is what I would do. Look at the last example at the bottom of this page: http://pigseye.kennesaw.edu/~dbraun/csis4650/A&D/UML_tutorial/class.htm
It shows association between the order and the customer class and generalization between the Ccustomer, CorporateCustomer, and PersonalCustomer classes, all on the same diagram.