How to replace an image in an animation clip/controller

I don't know what to call it, clip or controller. I have been digging through the menus, hidden and otherwise, but I don't see a place to select/upload which image to put into the clip.

 

Bump. No replies yet but near a hundred views. There's interest but maybe no one knows how to do this? It seems simple.

 

A link to a decent animation tutorial would be appreciated, too. All I get from Google are stuff from Youtube that's either too comprehensive, or just kind of junk that was SEOed.