It's quite small, actually. The map only takes one byte for every tile, which means 1,048,576 tiles will take only 1 megabyte (spread across any number of layers).
Images can be stored as BMP, GIF or JPG. I reccommend BMP for lossless storage of tile images. They are a little on the big side, but they zip well.
Audio and Video can be stored as any file format recognized by Windows Media Player including but not limited to: WAV, MP3, WMA, AU, WMV, AVI, MPG and DIVX if you have the codec.
The GDP file itself is so small it's laughable. I wouldn't even bother taking it into account when calculating project sizes.
SGDK is not neccessary to play the games, however the Visual Basic Runtime files and BMDXCtls.dll are. A file called GDPlay.exe contains purely the runtime executable for playing the game without editing. I believe this comes with the project. The Visual Basic Runtime Files come standard with Windows XP (and, I believe, Windows 2000 and ME). However, they don't come with Windows 98 and earlier.
Distributing your game is where the NSIS packager comes in handy. You can create an Installation File that will install your game just like any other program, including a start menu group, an uninstaller, BMDXCtls.dll, and (I believe) the VB runtime files.