Assuming you have the source fies, you need to create a project (I assume a Flex Project targeted for the web), then add the source files to the "src" directory in the project folder. There could be (probably are) more steps then that needed, but there is no way to tell you what you need given the provided infromation.
I took screenshots of the sourcefiles that I downloaded, Not sure which of the folders to work from, When I create a new project do I copy the contents of the src folder from my source code into the new one created by Flash builder. Assuming that is the case and I make my changes in the CSS file, how do I compile? man thanks
Ahh, perfect. Just do File -> Import Project, and set the project path to your "FlashBuilderSources" directory. Flash Builder should do the rest for you.
Once the project is imported, make any changes you want and do an export release build to get the new swf. The output files will be in a folder called bin-release.