I'm here to help with that problem. :) I've created a few mini-tutorials in my time here in the forums. I believe the ones that would interest you are:
Movie Making for Newbs
Demo Tutorial
Those two topics should greatly help. :) Also, I suggest that next time you're stuck, you check the Help/Bug Forums and read the stickies. The stickies are very important. Good luck.
And yes, you can extract demos to BMP's. The easiest way to do that is to download Diamond Demo Player. The easiest way to do that is to read the links I gave you and find out how to get DDP from there.