You can display an animated GIF in the Image properties of Buttons, PictureBox, Labels, and other controls. (If you display one in a Form's BackgroundImage property, you don't get the animation.)

There are a couple of ways to change GIFs at runtime.

First, you can add the GIF as a resource. Open the Project menu and select Properties at the bottom. On the Resources tab, open the Add Resource dropdown and select Add Existing File. Browse to the GIF and click Open.

Now you can use the GIF resource as in:

picGif.Image =
    howto_display_animated_gif.Properties.Resources.puppy;

You can also load GIFs from a file as in the following code.

lblGif.Image = Image.FromFile(filename + "alien.gif");

This program uses resources to change GIFs when you click on its Button or PictureBox, and loads GIFs from files when you click its Label.