Those are not swear words at all; rather, they are euphemisms for swear words.
"Gadzooks" is kinda like "aha!" an expression of surprise. (from "god's hooks")
"Jeepers" is the same, instead of saying "Jesus". There's an old song: "Jeepers, creepers, where'd you get those peepers? Jeepers, creepers, where'd you get those eyes?"
"Fudge" is simply a euphemism for f$ck.