This may or may not help,
"Linking your media" means including it in the post by either linking to a url that has the images, or by providing a download of the images so that someone in the forums can see what you are looking at and talking about.
I haven't used photo shop, but I've used gimp and they may be similar (or not). The 4 files represent a single planet are probably layers in photoshop. When they are overlayed in the proper manner, they create the final texture of the planet. This final texture or image is the image you export from photoshop in the form of a bitmap, or jpeg, or something that DBC can use. You would then load this image into dbc, and texture your object accordingly. I'm guessing that's how you would use those psp files.
The explosions do need to be divided up. If you can export the file from photoshop to a format DBC likes (bmp, jpeg,png etc), then once you load the acceptable file into DBC you can frame specific sections of the image with the GET IMAGE command and assign each image to an image number. Then you can swap the images for a specific sprite using the SPRITE command to create the animation.
Spheres - if you make a sphere in DBC with the command MAKE OBJECT SPHERE, you cannot change the poly count. You'd have to make the sphere in an external modeling program or write your own sphere creation routine inside DBC.
There are no button commands in DBC. You have to manually program them and identify the clicking on them using areas between specific x and y coordinates. But if you want to use Microsoft Windows Buttons and gadgets, then you need to call a DLL (which is a machine code library file that can be used to extend functionality by accessing functions contained inside of the DLL) or write code to utilize the Windows API (which uses specific Windows system DLLs anyway).
Enjoy your day.