How to insert animated GIF in LyX Beamer?

I am a very beginner using beamer, but I want to learn how to make a similar "animated GIF" in my presentation, like in this pdf file on the 31th page: https://personal.ntu.edu.sg/nprivault/MA5182/stochastic-calculus-jump-processes.pdf.

The only difference between this pdf and my presentation, that I have a sequence of figures which I want to skip forward and backward on the same frame, I don’t want to generate random numbers.

What shall I do? Sorry if this question has been already asked, but I am really a beginner and I need step by step commands.