Add a new sprite (click the blue Cat Face button) and click the paint brush from the pop up menu
Make sure that you are on the "Costume" tab and use the square tool to draw a small square. MAKE SURE the squares centre is drawn over the cross hairs (see cross symbol)
Click on the code window and code the following sequence.
Test your code by pressing the green flag button. You should be able to control the direction that your sprite moves in by using the arrow keys.