Sure, here is an example script from the link : http://unity3d.com/support/documentation/ScriptReference/GUI.DrawTexture.html

// Draws a texture in the left corner of the screen.
// The texture is drawn in a window 60x60 pixels.
// The source texture is given an aspect ratio of 10x1
// and scaled to fit in the 60x60 rectangle.  Because
// the aspect ratio is preserved, the texture will fit
// inside a 60x10 pixel area of the screen rectangle.
var aTexture : Texture;

function OnGUI() 
{
    // check there is a texture to use
    if(!aTexture){
        Debug.LogError("Assign a Texture in the inspector.");
        return;
    }

    GUI.DrawTexture(Rect(10,10,60,60), aTexture, ScaleMode.ScaleToFit, true, 0); // aspect ratio is 0 , true image scale displayed

    GUI.DrawTexture(Rect(150,10,60,60), aTexture, ScaleMode.ScaleToFit, false, 0.0); // no alphablend (no transparency)

    GUI.DrawTexture(Rect(80,10,60,60), aTexture, ScaleMode.ScaleToFit, true, 10.0); // apect of image is changed to ( 60 : 6 ), image is centred to the Rect

    GUI.DrawTexture(Rect(10,70,90,90), aTexture, ScaleMode.ScaleToFit, true, 0); // image is scaled to the size of the Rect given
}

So make a new script , copy in this code , then attach the script to your camera (well , any gameObject really). Then in the Inspector drop in your image with transparencies. After that , it's just a matter of getting the co-ordinates and scaling correct for where you want to place the images. This is handy as the Gui is using pixels, so you can work out your layout. Hope this gives some more information =]

Look at @alucardj answer for documentation links. If a camera has the GUILayer object added to it, it renders GUI objects. When you render GUI elements to the camera, the GUI elements will get overlayed over the 3D scene that the camera sees

Can I have a direct link on how to do this? I don't fully understand how I could do this without making a button. Also, does the alpha masked parts the picture that I'm using for the UI show the background instead?

Look at @alucardj answer for documentation links. If a camera has the GUILayer object added to it, it renders GUI objects. When you render GUI elements to the camera, the GUI elements will get overlayed over the 3D scene that the camera sees.