Go to the event layer and make a new event
select the graphic you want
change movment type to custom
Then click on the move route this is where you make the route for your charcter to move

Now your in the move route control panel this is where all the movement comands are
for the basic comand the move down comand will get the sprite to move down one square ect

now if you want your charchter to dance and the sprite to end up in the same place it started you will have to make all your moves resiprical that means if the sprite moves up he will have to move down later in the dance
set the frequency of the movement to highest this makes it so it dosn't stop then move it makes all the moves fluent.