Hi,
Afraid you are only giving half a story so can only give half an answer.
If you have bought a project in Kit form then the supplier may have programmed the chip for you - however it is normally made very clear if they do program it for you, either with a full working program or a bootloader.
Assuming its not a kit, and you have bough the chip from a shop etc, then you will have to program the code into it - again do not know if it is part of a bootloaded system or not - you may need a full programmer or just the usb/ serial port of a PC.
You say the leds do not flash but you have not shown how you have connected them to the pic, they should also have a serial resistor on each led.
Also there is no clue as to what the inputs are - switches ??
Post a bit more info about you project hardware, software and any notes and perhaps we can help you more.