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Hello, i saw that the sprites are GIF files, but was wondering how to implement this? 

yeah, weird choice, but you can convert them easily using https://ezgif.com/gif-to-sprite

you may have to do some editing though, the sprites produced don't all have the same dimensions. run has frames 21px wide but still is only 19px. I think you can ask the website to add a 1px margin when converting still.