From the Java Language Specification:
Inner classes may not declare static members, unless they are constant variables (§4.12.4), or a compile-time error occurs.
In the case of constant variables, you can use the Constants.Commands.CreateOrder syntax even though normally any reference to Constants.Commands would have to be associated with an instance of Constants, since it's not a static inner class.
This could be considered something of a crazy one-off syntactic special case in Java, and it's the kind of thing that the Scala language designers haven't bothered to bake into Scala's Java interoperability.
Your best bet (if your real Java class looks exactly like this) is to create an instance of Constants, at which point you can access the inner class's static field in a perfectly natural way:
scala> (new Constants).Commands.CreateOrder
res0: String = CreateOrder
If for some reason this isn't an option you'll have to go with the reflection-based approach in the other answer, unfortunately.
Constants$Command$CreateOrder?Commandsnon-static?