If u want them in wed add textures to your wad file and name them
+1texname
+2texname
...
guess this works. Tested it long time ago.
works like in quake1 wads btw

If u want sprites animated u need to add each texture from left to right and name the filname with +amount of sprites. For example:
Sprite+2.tga

Models texture could be animated via
my.skin = skinnumber

Always use sizes like 64x64...256x256...64x256 and so on

Hope it helped