A basic tutorial by Old-Skool, modified by rocksfan13.
A lot of people venture about the ZC community wanting to know how they can use graphics that aren't classic Legend Of Zelda. The main reason for this is somewhat understandable: If you simply start a new quest file, it doesn't give you a choice between LoZ Graphics and, say, Alttp.
So, if you want to use different Graphics, look for and download the desired tileset (relatively blank quest file containing specific style of graphics and preset combos, be it pure, new1st, Alttp, CGBZ, etc.), then instead of choosing new quest, go to "load" and load the tileset quest you want to work off of. This is the only way to start a new quest using graphics other than LoZ, and it'll probably stay that way: new versions of Zelda Classic can't be expected to keep up with all the new tilesets (except maybe the 2.5 betas ), so there can't be a simple "Pick your tileset" window after hitting "new quest". no. You gotta hit "Load" instead.
Sometimes you get lucky and a tileset will come in *.zgp format. (Graphics Pack Export). However, in 2.10 there is a known issue with importing .zgp (graphics pack) extensions.
If you do manage to get your hands on one that works, you can load it into your new quest by going to File->Import->Graphics Pack and selecting the graphics pack you want.