To use this feature, navigate to C:\Program Files\Scirra\Construct and make a new folder called 'Images'
Right click on a frame in an animation and select 'Launch Explorer'
<img src="http://img142.imageshack.us/img142/5655/delete1.png">
Windows explorer will launch with all your images exported as pngs, which you can drag drop into another program.
<img src="http://img5.imageshack.us/img5/8516/delete2.png">
Once you are done editing them, save, and close the folder
<img src="http://img26.imageshack.us/img26/3707/delete3.png">
Click yes and the images will be updated in Construct. The directory wont be cleared until you edit another image. Also, the feature is a bit experimental, and doesn't support adding additional frames.