Did you notice this paragraph at the beginning:
"This tutorial uses the Jungle Platformer sprites from the bundle you get when you purchase Construct 2. Once purchased, click the Download media bundle link in the About dialog to get the extra assets bundle. If you're using the free edition, you can substitute your own graphics, or try the alternative beginner's guide which provides all the sprites you need."
Have you got a licensed version? If so, you can just download the bundle. If not, just use any graphics.