What difficult do you meet?
You have 5 different states, a "switch" statement may cover all those. Set in the (debounced) button interrupt handler a global variable which you check in the infinite main loop. When set, advance to next LED-state and reset the variable.
Which kind of hardware are you using? Kit ?? Which one???
I recomment to start with simple button switch example for KIT-042, which you can find here:
Start with PSoC4 basic example, which has 3 buttons and 3 onboard LED. Once it works, add extra code (like if..then..else) to modify for your need.