Coding

Select and drag the on start block to the left and drop it on the bin.
From the Pins menu within the Advanced menu, select and drag a digital write pin P0 to 0 block to the code area and attach it within the forever block. Change the 0 to 1.
From the Basic menu, select and drag a pause (ms) 100 block to the code area and attach it under digital write pin P0 to 1 block. Select 100 and Choose 1 second.

Your code should look like this:

Lighting up the Red LED through code

Right-click on digital write pin P0 to 1 block and select duplicate. Drag the duplicated block and attach it under pause (ms) 1000 block.
Select the little dropdown arrow next to *P0 and select P1.
Right-click on the pause (ms) 1000 block and select duplicate. Attach the duplicated block under digital write pin P1 to 1 block.

Lighting up the Yellow LED

Right-click on digital write pin P0 to 1 and select duplicate attach the duplicated block under pause (ms) 1000 block.
Select the 1 and type 0 within the digital write pin P0 block.
Right-click on digital write pin P0 to 0 block and select duplicate attach the block under the digital write pin P0 to 0 block. Select P0 and choose P1.
Right-click on digital write pin P1 to 0 block and select duplicate and attach it under the original block. Select P1 and choose P2. Change the 0 to 1.
Right-click on pause (ms) 1000 and select duplicate and place the duplicated block under digital write P2 to 1 block.

Turning the RED and Yellow LEDS off & Lighting up the Green LED

Right-click digital write pin P2 to 1 block and select duplicate and attach it below pause (ms) 1000 block. Change the 1 to 0.
Right-click on digital write pin P1 to 1 and select duplicate attach the duplicated block under the digital write pin P2 to 0 block.
Right-click on pause (ms) 1000 and select duplicate and attach it under the digital write pin P1 to 1 block.
Right-click on digital write pin P1 to 0 block and select duplicate connect the duplicated block under the pause (ms) 1000 block.

Completed code