Press "See inside" and go to the "Scratch" sprite to change the code (specifically the “Main game loop with cos sin tan block”) Just place the cos/sin/tan blocks into the x/y/z positions. The "change s by" variable changes the speed of the movement and the "cos/sin/tan multiplier changes the radius of the movement. Remix and add your own movement.
Trigonometry for existing and tutorials about it, https://scratch.mit.edu/search/projects?q=trigonometry%20tutorial I got most of it from there.