Well, not too much help for this step, I'm afraid. Since this tutorial is mostly
aimed at artists, it's up to you to get a good sketch image into Photoshop, by
either making one on paper and scanning it, or drawing it in your favorite paint
program.
The image to the right is the sketch I'll be using in this tutorial. You can download the full-resolution version by clicking on it. You'll notice that the sketch is fairly large. I think it is good practice to work on a resolution that is higher than you'll need in the end, especially for screen-resolution images. The errors that inevitably occur will be easier to correct in the higher resolution, and those small ones that do slip by are less visible when shrunk to screen-resolution.
Be sure your scanner (if you have one) is set up to send its images directly to Photoshop. Take a look in your Photoshop menus, under File, in the Import submenu. You should see an option called "Select TWAIN_32 Source..." or "Select TWAIN Source..." Select that command and be sure your scanner is selected there. Then go back to the same submenu and select "TWAIN_32..." or "TWAIN..." to import an image from your scanner. This should start up the scanning software provided with your scanner. When it scans, the image should go directly to Photoshop.
Once you have your scan, don't forget to save! When you save it, be sure its format is set to "Photoshop (*.PSD;*.PDD)". The format is set in the file requester that appears when saving the image, on a bar labeled "Save As".