Well to get something like the image you showed above..
you would need several components all working together
They would be ...
-The MAP border or Frame...
-The MAP itself...
-Positional data and Markers etc
-other control buttons etc
The first thing to do is create a smaller version of your game world in a map format.
The other parts also need to be created, including the Map markers..according to however you want it to look
Its basically a Gui..that updates in game time...
You can set any function you like using the Event Sheet.
I would make a separate Event sheet just for the MAP and all of it functions and "Include" that sheet for any level that needs the Map
It should be on its own layer like(HUD LAYER)so you don't get lost and set as the top layer or close to top layer..
To get the Alpha effect you would use a Masking layer that culls the rest of the map from the screen and only shows the part you need to see.
The Map itself is a sprite object, A birds eye view of your game world Preferably built to Scale,
I would add a Family called something like HUD MAP or similar ..This Family would most likely be made from The Map objects..The Frame, the map itself, buttons and other objects. This allows you to remove or move the MAP family at once rather than several separate objects.
How you want to implement the maps functions is up to you..its your map customize how you want it to be
To help you do this...There are many questions you need to figure out BEFORE you make the actual GUI...
Functions such as
Does the map scroll to the players position...?
Does it zoom or Scale with mouse wheel or other controls?
Does it allow Way-points or Navigation markers etc?
You are building a functional Scaled top down view of your level basically
So aside from graphics you also need to correlate markers with "real world" places....This would usually be done mainly by Graphics
For locational data for revealed markers you would need to either make your Map to precise SCALE..or have a table(Array) of Locations that are individually called by events when your player reaches that position in the game world or finds out about that location via questing etc..
Player overlaps object(cavern entrance)
-> Map_marker(Cavern_Enter) set to map position(x.y)
-> Map_Marker(Cavern_Enter) is visible..and whatever other functions you want to call
its all driven by game world Events but affects the HUD(map) object
You would use commands like
Mouse is over object(map)& mouse wheel roll up -> zoom/scale map object
or just use buttons to control that
Plan out everything you want the map to have then build each component and link up all the code as you need it...
Start simple....Any level of complexity is doable..But its up to you how far you want to go...
That should get you started