Do you have an onscreen inventory box? Or a separate layout for inventory? Or a HUD to show items?
You could have an event such as "Event"= Player--> on collision with object (pick what item) "Action"= System--> Create Object (select the item, what layer you'd like to appear on and the X & Y position.
The easiest way is to place that item on your layout exactly where you would like it to show up (inventory, HUD). Then copy the co-ordinates (the X & Y) and use that as your X & Y co-ordinates in the "Action"= System--> Create Object dialogue box.