You'll need to modify those file along the way when you'll want to include graphics or audio:
- Makefile: this file contains instructions on how to compile the game into a valid SNES rom. Depending on your project, you might have to modify it to include the name of the graphics files / audio file to include into your project.
- data.asm : this file list where all the data (graphics, audio, tilemaps, etc) are going to be stored in the ROM. Basically a SNES rom is a combination of several "slots" (or "banks") of 32kb. This file is used to define what data goes were, and will have to be modified each time you want to add a new asset into the rom.
- hdr.asm: this file is the "rom header". The only thing you'll need to modify in it, is the game title, all the other params are OK for most projects :)
Regarding Makefile, I suggest you to read tutorial / watch video about how to use them too, as it's a common topic in many programming projects :).
The other aspects are specific to the SNES and PVSNESLib, and you'll find more details about them in the Wiki:
https://github.com/alekmaul/pvsneslib/wiki/Sprites
Actually, once you're more familiar with C, I suggest you to follow the tutorial steps from the wiki:
https://github.com/alekmaul/pvsneslib/wiki/Introduction
You'll learn how to display text and sprites on screen.