Hello Jesper,
If you already have a local copy of your account structure then you
should be able to use that to determine what changes were made to your
account recently. You just need to make sure that you keep some
historical values for the objects around in addition to the most
recent copy. If you take a look at the code referenced above you can
see an example of how I implemented a system like that, including the
SQL queries used to retrieve information about what's changed in an
account.
The functionality you mention in the AdWords Editor is not available
for use in the AdWords API, unfortunately, so an approach like the one
mentioned above is your best bet for now.
Cheers,
-Jeff Posnick, AdWords API Team