Sprites, as you may or may not know, are pictures in a series used for animations. They are very helpful in flash as you can use pre-made/pre-sized pictures and don't have to draw the animation yourself. To use a sprite, first open a new window. Make sure the sprites are saved as separate files, and then click file->import->import to library and import all the sprites. select the first frame, and drag the picture from the library to the stage. Take note of where it is located on the stage by looking at the properties tab. click 2-6 frames later(depending on how fast you want the animation to be) and press F6. select the key frame and press delete to remove the first sprite from the new key frame. Drag the next picture and line it up using the properties tab. make sure it is lined up or it'll look like the sprite warped. You can, if it is a running sprite, animate every frame or every couple of frames and move it across the screen.
Hope this was useful.
Peace
Aaron