My son (aged 11) who is learning Java is going to enter a question and some code. He tells me he has not been able to find the answer to this question on the site. You will
I don't see anything in your code which actually listens for key presses or which modifies the position of x and y. The circle will only move if you change x and y and then repaint the screen.
You have set up the panel, etc here but not actually added anything to respond to user action. You will probably need to add a KeyListener
somewhere to respond to key presses. This is probably either in the tutorial you are doing or in a previous or later tutorial.