They have to be PNG images and almost have the same name, the last few words are numbers of how long the sprite animation is for the game. The images have max size, each sheet is different but i'll list it here:
1-WAY sprite sheet: 192*192 pixels
This is how the file name looks: theexamplename_1w7.png
2-WAY horizontal sprite sheet: 112*112 pixels
2-WAY vertical sprite sheet: 112*112 pixels
3-WAY horizontal sprite sheet: 72*72 pixels
3-WAY vertical sprite sheet: 72*72 pixels
4-WAY sprite sheet: 72*72 pixels.
8-WAY sprite sheet: 72*72 pixels
10-WAY sprite sheet: 56*56 pixels
16-WAY sprite sheet: 40*40 pixels