As you can see from my avatar, I have implemented the possibility of inserting animated GIFs as your profile avatar. If you want to create your own photo slideshow, you can use Photoshop (for more advanced users) or take advantage of online services where you can upload the photos you want to use for the slideshow; as an output, you will have the Gif file to upload to the forum. It is recommended to always use square format photos with a size between 200 px and 400 px.
Enjoy !