AHK has it's own forum and the users there are very knowledgeable about their language. But, since I have some experience, I'll help you out and get you started on some things that you need to know.
First, if you haven't read it yet, start here: http://l.autohotkey.net/docs/Tutorial.htm
Second, here is a link to every command that AHK_L supports: http://l.autohotkey.net/docs/commands/index.htm
Third, specifically for MsgBox: http://l.autohotkey.net/docs/commands/MsgBox.htm
And fourth, here is a link to their forums: http://www.autohotkey.com/board/
You will need to register, and it's free. It just takes a few seconds/minutes to sign up.
Now, onto your question. Reading the documentation, your code
MsgBox, 4, , Would you like to continue?
has this effect:
It creates a window that has no title
It creates two buttons on it (Indicated by the number 4)
Displays the text "Would you like to continue?"
If you want to change what buttons are displayed, you can change the 1st argument to a different number (refer to the reference to what each number does).
Reading through the code, after you click no, the "return" statement means to quit the script (depending on the location of where this code sample would be located) since I assume it's part of the global location. If you didn't click No, it will skip that if statement and move onto the next line
MsgBox You pressed YES.
This generates yet another message box that has an OK button on it, and displays the text "You pressed YES.
It does take some knowledge to generate what you're trying to make, but I'll show you some things that you'll want to learn specifically.
This is one of the most used features of AHK for me. It sends commands to the computer to force your mouse to click on certain locations (either left or right). You can set the speed of the mouse, make it double click, or even click and drag.
This is a predefined variable that contains information about what's in the clipboard. This is what stores information when you "copy" something.
This is information about sending any type of user input to the computer. It can control the mouse, keyboard, etc. I'd suggest using this to send the hotkeys CTRL+C (copy) and CTRL+V (paste) so that the script can copy paste for you. You might also need to use ALT+TAB (app switch) to switch between two windows.
Those are going to be the information you will need to use. However, some other things you might want to know is the GUI. This is an easy to design GUI for your script. I don't believe you need it since AHK doesn't need any kind of interaction from you. Once you write a script, it will continue to go until it reaches a certain condition. Here is information on the GUI (there is a lot of information pertaining to this subject though): http://l.autohotkey.net/docs/commands/Gui.htm
One last thing, you should figure out if you want hotkeys for your program (quick start/stop key combinations) so that it won't do anything until you press (for example) WIN+SHIFT+1. Then you might want to create a pause/stop hotkey that will stop the script, in case your boss walks in or something. Most companies don't look too fondly upon using external programs.
Good luck, and if you feel you absolutely need more help, PM me instead. This isn't a topic for this forum.