Under "Window" theres the animation panel. If you want animated sprites you need to put this animation into a tile set. for 16 frames you need one image wich is divided 4 by 4. Then you need a shader which reads out the tile sets and plays tile after tile. This technique is mostly used for explosion or particle animations.
I am interested to know how as well? The only way i know is to keyframed the parameters. Etc, plugging the noise into the bump channel and keyframed the parameters.