Very simple. How to create them?
Reading the BFAQ (http://americangirlscouts.org/agswiki/index.php/Graphics%2C_Characters%2C_Text_%26_Rooms#Adding_an_intro.2Fcutscene_to_your_game) is a good place to start.
Depends what you mean by an intro, really.
Well, I mean introduction. The cutscene that goes before gameplay. I don't really want to start the game without some explanation etc.
I meant:
It depends on how exactly you want to do it. You can do it by coding the interactions as the BFAQ says (cGuy.Walk, cGuy.Say, oBird.Animate, etc - the Start/EndCutscene commands might be useful too, although the BFAQ doesn't mention them) until you've 'acted out' whatever you want to happen, or you can make an avi introduction in an external program and use PlayVideo().
There's no one way to add an intro because there's no one thing everyone wants from an intro. Just think about what you want to happen in it, read through the manual to figure out which commands you'll need, and add them in. If you come up with any specific questions about using the commands - and can't answer them by reading the manual or the BFAQ, or searching the forums - ask them, but 'How to create an intro?' is a bit too broad a question to get any useful response.
I'm using the Credits Module by SSH to run the introduction and that seems to work good for me so maybe try playing with that.
Which you'll find at http://www.adventuregamestudio.co.uk/yabb/index.php?topic=23244.0
by the way...