That's a taller order than you probably realize.
I'll try to break it up into small parts.
1. Start with a new world
2. Delete the ground object
3. Add a cone shape to the world, then position it at the bottom of the screen
4. Orient the cone to the camera. (Right click it, then select methods, then select orient to, then select camera)
5. Click the "create new event" button and select "when a key is typed"
6. Repeat step 5 twice.
7. Right click each of the three new events and select "change to" then select "while a key is pressed" for all three of them
8. Change the top event's key from "any key" to "left"
9. Change the next event's key to "right"
10. Change the final event's key to "up"
11. Add a "cone move left" method to the during part of the event. Change the distance moved to .05 meters and the duration to 0 seconds. It should look like this:
12. Do the same thing for the next event, but change the direction to "right"
If you're with me so far, post a world file with this work done, and we'll continue from there.