In your gif there is alot more going on than a simple line of joined sprites.
What you have there is a number of different sprites,
Combined with some type of interpolated curve
Combined with some fancy shader
for the edges.
It's not simple stuff. You will need a good grasp of curve maths and will need to program a custom shader effect if a suitable effect doesn't already exist.
There is only a couple of regulars on this forum capable of producing that but it is possible.
Definitely not for noobs but would be a cool project ...