You create sprites. Each of them is different sprite.
You give every of these sprites two animations:
-> Default (that is made at sprite creation)
-> MouseIsOver (in animator editor you press "Add New Animation" and you rename new animation name)
In animation "Default" go into edition of frame (double-click on frame) and then load graphics from PNG file - that's second button from top toolbox in picture editor. Load your graphics of Mouse-NOT-Over.
Do the same with frame in "MouseIsOver", but load Mouse-Over.
When you made one sprite with one button, make rest three the same way.
Now each of those sprites give family - on the left properties bar you select -> "Groups -> Families -> Add New". All sprites must belong to the same family.
Also create "Mouse & Keyboard" object in layout editor.
Now in event sheet editor add event:
Conditions: MouseKeyb -> Mouse Is Over Object? -> Select that Family
Actions: Family -> Set Animation -> "MouseIsOver"
Add new Event (below this one)
Conditions: System -> Else (now you should see that those events are connected, meaning that "else" is related to the event above)
Actions: Family -> Set Animation -> "Default"
I'll try that in a minute.