OK
Lets simply things by starting with a new game.
Add an actor - call him "player".
Right mouse click on Player and go to Actor Control.
Add Event KeyDown
Press left arrow key
Select Script
Type x = x - 4;
Click Add
Click Immediate Action
Click Close
Click Close
Now in Game Mode you should be able to move your player left. ( I'll let you work out how to make the player move right..
)