I didn't, I got it from an 'adoptables' website which apparently no longer exists. While I don't know which program you'd use, you could produce an animated sprite by creating a gif file. (which seems to be what the creator of the Flareon sprite has done) There are several 'free' programs available, though I have yet to find a decent one. Even with the gif file I'm still unsure how you would go about inserting it into a game.