Scratch

I have no Idea 

Should be in All About Scratch.
It depends on which type of animation you want to import. If you are importing a GIF (the picture type that animates) you can just save it on to your computer and import it into Scratch. If you're importing a video you have to manually record it yourself or use a program to turn it into a GIF.

I need more info, but if you mean taking a sprite-sheet and splitting it up, this is how you do it:

Download the sprite sheet from a website like www.spriters-resource.com. I prefer Gimp, but you can use any good image-manipulating software, and use it the divide the image into each frame (in gimp this would be the crop tool) and save each one as 1.gif, 2.gif, etc and finally upload the first one to scratch. Then upload the rest as costumes. In order to animate it, use the <switch to costume[ block and <wait( 0.1 )secsc> repeated in a loop where you want it to happen.