1) Sprites are ripped from game screenshots in a variety of ways. However, most people grab theirs from MK Warehouse The same goes for backgrounds.

2) Sprite recoloring (pallet swapping) can be done a million different ways. The most basic way would be to take a sprite, open it in MSPaint (or some other program) and replace each color with a different one. (usually of the same brightness)

3) Putting sprites onto a background is simple enough, you could open up a background file you've saved to your computer, then copy a sprite you've saved to your computer, and paste it onto the background. This is easy enough in MSPaint, Photoshop, Imageforge, or whatever image editting program you have.