You can have different licenses for each different file/folder in your project. Github can generate license files for you as well, but it's good practice to put on your README.md all the licenses you have too, for example you can look at my repository to see how you can license everything correctly, just beware because my assets are all creative commons, so take care not to use the same licenses I did.
There are a bunch of open source licenses, the MIT is the simplest and easiest one to use, it just requires the users to keep the license file if they take your code. Another famous one is the GPL-2.0, which requires the user to also publish their work under the same license if they use your code. If you want to have full rights over your art and music, you should probably make them proprietary and write your legal notice with your conditions.