Like Palkost say, you can make a sprite named "weapon" and inside, all the weapons animations (swordstand, swordattacking, axestand, axeattacking, etc). With events, you can call the animations when the main character have a weapon in his hands.
For example:
If hero.weapon = 1 -> weapon set animation "swordstand"
If hero.weapon = 2 -> weapon set animation "axestand"
Of that form, you only have 1 sprite and not need destroy and create a weapon sprite every time the hero gets a new weapon.