How do you animate sprites for video games

This is a VERY broad question. It completely depends on what engine and programming language you are using. The basic concept is that you want to delete an image on the screen and redraw a new one when, say, you click the left-arrow-key button.
As I said, I can't be very specific but you want to keep redrawing an image and deleting the old one to make the illusion of a changing or moving object.