How can I use animated sprites?

How I can use animated sprites (like walking character) and what software can you recommend to create it?

I mean sprites like here

for examples (main character and monsters/sceletons)

Thanks!

I'm not sure really of what your question is.

In doubt check this topic that covers the basics about animations.

To make sprites, you have applications like photoshop, the gimp, paint.net, GraphicsGale.