It depend, you have several ways of doing.
Let's take this way were the tutSprite is made of 3 frames (the actual 3 images you're depicting). They are all part of the same sprite tutSprite.
Make also a global variable "isTut" a number.
We will test "isTut" to check if you are in the tutorial or not during the execution of our app.
Event - System Compare global variable - "isTut" = 1
..Sub Event - Keyboard - On any key pressed
Other condition of this subevent^ - tutSprite - Compare animation frame - Frame is equal 1
....Action tutSprite - Set animation frame to 2
..Sub Event - Keyboard - On any key pressed
Other condition of this subevent^ - tutSprite - Compare animation frame - Frame is equal 2
....Action tutSprite - Set animation frame to 3
..Sub Event - Keyboard - On any key pressed
Other condition of this subevent^ - tutSprite - Compare animation frame - Frame is equal 3
....Action System - set global variable "isTut" to 0
....Action hide tutSprite, or destroy it, or whatever...
When you make tutSprite appear, and display its frame 1, remember to set "isTut" to 1 to indicate "Tutorial is on".
It is a way of doing, but not the only one.
In the end, it all depends on the specifics of your project, and the effect you want to apply.