If I wanted to make an .exe that displayed a .jpg, .gif, or .bmp with every mouse click, where would I start?

Anyone ever see a tutorial like this?

Basically, it would be for a child to play with. Optimally it would allow for sounds with every click. But for a beginner, it would probably be best to keep it to just click the mouse to change the graphic displayed.

Oh, and esc key would exit the program.