I'm not sure if this helps:
I found the box behind the sprite animation editor. From there you can add new animations and rename them. Then in the events sheet you can change between the animations. Each animation has a set of different frames. Each animation can have its own loop, loop speed etc...
Normally most people stick with the 'default' animation lable, unaware of the ability to add others.
Let me know if you need another picture.
All the best,