The GIF format is specialized for animated images. In the Online-Package-Manager you find two packages, GifAnim and GifViewer, to display them (I don't know GifAnim, but GifViewer is doing fine). Alternatively you can also use the JvBmpAnimator in the package JvMMLaz of the JVCL library (see also Online-Package-Manager): this one takes a series of bmp images and switches from image to image peridocally in a given time interval (see the equally named project in the jvcllaz/examples folder).