If you mean importing images with alpha channels, just save your photoshop image (complete with transparent background) as a PNG. Once in MMF2 Image editor import the image
Huh? Well... it's the same in any of the image editors in MMF2, just import and image and choose your PNG file. If you have several frames of an animation saved you can import them as an animation if you label them like
It's pretty much exactly as Adam said. As long as your images are in sequential order: Image001.PNG Image002.PNG Image003.PNG, select the very first image (Image001.PNG) and then an Import Options window will show up. Make sure you select "Import As Animation". This will activate Animation Mode Options to the right and allow you to import full animations.
Also, if you want to preserve the quality of pictures from Photoshop into MMF2 (including alpha channels), the best format I found to use is PNG's. They import beautifully from Photoshop into MMF2 and look exactly as predicted.
Just remember that things like layer effects can't be preserved because MMF2 can't read them, and really all a PNG is, is a color channel and an alpha channel put together to create an image with transparent qualities.
Disclaimer: Any sarcasm in my posts will not be mentioned as that would ruin the purpose. It is assumed that the reader is intelligent enough to tell the difference between what is sarcasm and what is not.