How Can I make my HelloWorld do that? Should I use rules? and if so, is there any examples?
It depends on the task but generally you want to extend the grammar with more rules. You can find more information in CMUSphinx tutorial at http://cmusphinx.sourceforge.net
If I used rules, How can I print the spoken question back to the user?
You get the recognition result as string. You can print it with System.out.println or display in your UI or do whatever you want.