What you've described is verv vague.
So it's hard to suggest a solution without being vague.
Quite possibly, you're being vague because you don't know what
techniques are possible and do not want to "limit" the solutions by
suggesting a requirement where none exists.

Let's break down your "question" and try to determine the direction
you
wish to go.

"How to copy  automatically (..using VB) my active  cell"
- can do.. using ActiveCell (or Target, see later)

"after cell  entry in different cell in another sheet"
- Hmm.. how do we determine where the data is to go?
- Are we looking for some matching data? the Last cell?

"after I press  ENTER or click  in another new cell"
- If you right-click on the sheet  tab, and select View Code, you'll
- be taken to the VBA Editor for that sheet.
- At the top, select "Worksheet" in the left-hand pull-down and
- select the right-hand pull-down. You will see a list of "events".
- Activate - runs when you change to this sheet
- BeforeDoubleClick - runs when you double-click a cell on this sheet
- BeforeRightClick - runs when you right-click a cell on this sheet
- Calculate - runs when you calculate this sheet
- Change - runs when you change any cell on this sheet
- Deactivate - runs when you LEAVE this sheet
- FollowHyperlink - runs when you use a HyperLink on this sheet
- PivotTableUpdate - runs when you update a Pivot Table on this sheet
- SelectionChange - runs when you select a cell on this sheet

Selecting one of these will create a subroutine for this event.
The ones you might be interested in are: BeforeDoubleClick,
BeforeRightClick, or SelectionChange.

Play with these and see what they do.
hint: Target.value will show you the value of the Active Cell.
Target.Address will give you the Address of the Active Cell...
Target.Row and Target.Column are the row and column of the selected
cell.

Let us know more specifically what you want to do, and
I'm sure we can give you some guidance.