You need to first collect stones and then press keys from 1 to 4. If you die before reaching the checkpoint, you need to collect the stone again. In the right corner, you can see which ones you have unlocked.
Nice cute idea! Pixel art is cute too, but I'd add some background not a single color, and next time export to html instead to windows, because you will get more ratings. Not everyone wants to download game because it could be a virus.