Flash animations can be created via the Macromedia Flash software.
Swf is the standard format for flash animations, it consists in a multimedia file that may contain animations, sounds, bitmap and vector images.
You can find more information on the swf format and on the creation of flash animations on the Adobe site.
Warning: for flash animations, the preview inside your image folder is not available (see example image). This doesn't mean that the insertion of your file did not work.