Well, in your case please get familiar with the absolute basics and how GameMaker works. There are plenty of good video tutorial videos on Youtube that show you how to start if you are unsure. The project is based on the tutorial series that builds this from scratch:

Please do understand that I cannot your personal tutor, but if you need some starter help then maybe join my discord channel, where other beginner and advanced developers like you can help you out. Be also aware, that learning all this takes time and cannot be short cutted (programming part). 

To give you a quick run down:
Once you starter GameMaker and loaded (open file) In the project file you see the assets pannel on the right side which consist only of two active folders, sprites (the images) and objects (where all the magic is happening. On the top pannel you can press on the triangle icon or F5 to start and check out the demo/game.

 But if you are only interested in the images, then only download the first two .zips which contrain only that since not everybody wants to use GameMaker.