This may or may not work, (I don't know too much about this)
Step 1. Add a sprite that looks like a health bar.
Step 2. Set up a variable named "Enemy Health" (or something) and set the number to whatever you want say 5 (so 5 hits and the enemy dies)
Step 3. Assign the variable to your enemy sprite.
Step 4. Go to your event sheet and select "System", select "Subtract from variable" (or whatever says subtract). Select the variable as "Enemy Health" and the number as 1.
Step 5. Select the health bar sprite and add a fade behavior.
Not sure how to do it but somehow you can assign it so it fades 1 every hit till it goes away completely after 5.