I thought flash was history. Wouldn't it be easier to just have two images fading in and out with a css code? Better yet keep your gif animation the way it is.
Before all, your example is not flash (.swf) but animated gif (.gif). In order to create a .swf file, you will need Adobe Flash. If you didn't work with this program before I recommend to use some free online converter to create .swf from .gif or .jpg like https://convertio.co/gif-swf/. I hope this help. Alex