Well, have you made some progress on your project?
What is the format of your levels? (a single image for a whole level, or are the levels tile-based, which is the way Lemmings works)
About the game logic, you will have to loop through a list of Lemmings and update their behaviour depending on the task they were assigned to perform: so, in your Lemmings class, you'll need to store the x,y position of a Lemming, its walking direction, its current action, its alive/dead state, its current fall height (may be 0, when walking), its floater/no_floater state... well, everything you would find useful to make a Lemming walk, fall, die, etc...
About the collisions: you can first try to test the x,y position of your Lemmings against the blue color of your level's background (as seen in your video). If you detect the background's blue color at a Lemming's x,y feet-position, then update your Lemming's y position to make it fall, until you no longer detect this blue color (which means your Lemming has reached the ground). About wall-collisions, well, check the color ahead of your walking Lemming (is it blue or not?).
Later, you may want to create a separated image-mask of your level, in order to detect special objects or steel (for example, your mask may be mainly in black&white, and you would use another color to code the steel pieces)