you need to use the morpher modifier. make a copy of the character and select the vertices along the rim of the eyelids, turn on soft selection and adjust the falloff so that it fades away through the eyelids. then use the scale tool in the front viewport and scale the vertices together on the y axis, closing the eyes. It helps to have the eyeballs in the copy so you can tell if the lids are properly covering them.
then add a morpher modifier to the original mesh and right click in one of the available slots, pick from scene and pick the copy.
now you can "morph" from open to closed. then just animate the morpher.

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I've got a problem. I've already created four different eye ball, with the eye lids at different position (of open and close)
I've already choose 1 eye ball mesh, apply morpher modifier to it
However, when I select empty slot --> pick from scene --> it does not select the rest 3 eye ball
I choose load multiple target but the rest eye ball does not appear on the scene
Would you please help me? thank

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the targets need to be the EXACT same mesh. that is they need to have the same amount of vertices and the same vertex numbers.
so copying the first mesh and then changing the copies is essential. You don't really need more than one morph target to shut the eye. otherwise it will be a pain to animate. in this case of a cartoon type spherical eyelid you might be better of just having two half spheres that you animate by rotating them. it depends on the design of the characters head really, I mean eyelids are part of the face so unless its some sort of cartoon with bug eyes it might not look that good having the eyelids as seperate objects.

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this is resolved.
The teacher taught me that instead of create seperate lid mesh, I need draw arc spline and then apply lathe modifier to create a lid. When I vary the degree amount of the lathe, the lid gradually close or open.

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