Take a look at the manual on instance variables. Create instance variables for health, speed and anything else you want to change for each wave. Then in your events when you spawn the enemies you can do something like this: spawn object (Enemy), Set Enemy.Health = wave, Set Enemy.Speed = wave*10.
Things like that. If this isn't making much sense, I highly recommend going through the manual and also going through some of the tutorials as they cover most of this as well. Also check out some of the built in examples that come with C2 like the space shooters etc... that get harder as you go. I have to go to bed, hope this helps.