Hi!
Don't worry :D
Project files and exports can be a bit tricky at the beginning - for every engine
The .yyp is the project file
To make a runnable game, you have to package your game into an executable app: https://help.gamemaker.io/hc/en-us/articles/360024186151-Windows-Compiling-Your-...
There is also a discord server for the game jam, the participants/hosts there are really helpful. If you want, you can find the link for the server on the game jam's page.