There are two type of assets - the ones you can generate yourself, and the prebuilt ones.
To get both assets, first you need to download them from sendowl link - same place you get source code zip file.
You'll see there two assets - "test assets" and "intro_art.hha". For intro art you don't need to do much, just place in data folder, and you are done.
For test assets you'll first need to compile "test_asset_builder.exe" and run it to generate hha files. It will contain sprites like tree and hero, and a font sprites. Check the build.bat file to see what you need to uncomment to do this.