This is an "open" mini tutorial don't hesitate to post your advice request !

Basically you have to work with the feature "special paste" or similar (I use PhotoFiltre)
starting from the first frame:
- the only image format in the dock is .png
- the full "square" size is 128x128 or 256x256
consider to match the max icon magnifying size in the dock (256 pixels) for a simple animation (8 frames)
use 128 pixels for a complex animation (20+ more frames)
to take care on the dock total CPU usage (one's I made a 57 frames icon !)

the new frame is a copy of the previous one + a slightly changed position
consider also that with the docklet option "on the end play animation backwards" you can double the effect on reverse
- zoom effect: 3\4 frames "zoom in" + 3\4 frames "zoom out"
- curl effect: 3\4 frames "open" + 3\4 frames "close"
- rotate effect: 360°= 6 frames 60° each \or 9 frames 40° each
at the end you have a very long strip is important verify that the "large"
size is always the exact multiple of the "height" size !

If I have more then 1 effect I keep a singolar copy of each effect before to
assemble them together

as a starting point you can use the "zoom effect" template:

https://www.wincustomize.com/explore/graphics/947/

enjoy