You can edit the photo directly in GameMaker but it is a little more difficult to resize/scale. It's easier in Paint (which is explained below).
First find a picture and bring it into Paint to edit. For example, I've got a picture of Frodo from LOTR.
When you're finished, you can see the size of the file at the bottom
Click on Resize.
If the image is not a square, change the smallest dimension first (height or width). In my example, I'm using this for the Scrolling Shooter game so my plane is about "65" pixels. If this were for the Maze game it would need to be "32".
You will need to zoom in quite a bit so you can see what you're selecting. Use the Select too to draw a square around the sprite - make sure you keep all the height or width that is "65" and look at the bottom status bar to see when your selection is square (65x65 in my case).
Then click on the Crop button to keep only the selection.