When it's run, you know that a click had just happened!

So, that's the right time to check whether internal variables mouseX & mouseY 

corresponds to any bomb coordinates:

• Make a method within class Nazi (in case they're the bombs you're referring to ) which is responsible to check mouse coordinates against PImage img ("Untitled.png") dimension area.
• Then, make a loop within mousePressed() to iterate over all instances of class Nazi, calling this new method.
• If a match is found (method returns true), it means that click caught a "bomb Nazi" PImage. You can call some method which kills it. 
• Then abort that search iteration as well. Unless you want a click to kill multi Nazis at once!

for (int i = 0; i < bombs.length; i++)   bombs[i].fall();

You just need to have another 1 of that inside mousePressed() as well.

Let's say your new check method is called checkHit() and your deactivate bomb method is disableBomb():

void mousePressed() {
  for (int i = bombs.length; i != 0;)
    if ( bombs[--i].checkHit() ) {
      bombs[i].disableBomb();
      return;  // Comment this line out to have multi-hits!
    }
}

Or an alternative shorter version w/ enhanced loop:

void mousePressed() {
  for (Nazi i: bombs)
    if ( i.checkHit() ) {
      i.disableBomb();
      return;  // Comment this line out to have multi-hits!
    }
}

For now, your class Nazi only got method fall()!

You're gonna need more methods and even more fields for that class!

It's complicated, but take a look at this post just to have an idea:

http://forum.processing.org/topic/i-know-this-is-bad-but-would-anyone-be-able-to-explain-this-code-i-ve-only-began-using-processing-in-college-and-i-need-to-replicate-this-code-with-some-understanding

Or even better, you can click below to see it in action online:

http://studio.processingtogether.com/sp/pad/export/ro.9Q6oRai8-41WJ/latest

http://processing.org/reference/

And for internal variable mouseX:

http://processing.org/reference/mouseX.html

http://wiki.processing.org/w/How_to_manage_the_steps_of_a_game:_increasing_levels,_displaying_messages,_etc.%3F

• mousePressed() is a Processing's callback function, just like setup() & draw(). It doesn't work inside another class!
• method checkHit() is supposed to return a boolean value to flag that mouse coordinates are within Nazi's PImage area.

Thus, rather than disableBomb(), you need a respawnBomb()!   

So, no matter whether it was blown up by a mouse click, or it has reached bottom of screen; 

they need to go back to work!

Perhaps you should also set a field to count player's score and another for how many lives left.  

So I declared bombDiameter at the top as 50,

I was also thinking about initializing it within setup(), after loadImage().

Something like below:

img = loadImage("Untitled.png");
bombDiameter = img.width * 2;  // or img.height << 1;

1. Nazi r1;

and in setup()

1.   PImage z;

needs to be before setup() then

1.       image(CLDS, 0, 0);

does not belong into