I've been working with Gamemaker for several years but just started Flash. I have a lot of sprites I made in paint that I used in Gm games, can I get these into Flash. If so, how.

Two ways, simply copy and paste

Or will in flash, go to file import then select either library or stage.

After wards you're going to have to separate the image.

If there is a blue border around your sprites press ctrl and b

If your sprites are upside down flip them using Modify, transform, flip vertical.

about this point the border should have changed into a greyish color.

You could technically press ctrl b again, it would make the image selectable.

Instead however what we'll be doing is first go to Modify, Bitmap, trace Bitmap.

Once you do that make sure it has these settings

color threshold: 1
minimum area: 1
Curve fit: Pixel
Corner Threshold: few corners

and viola you should be able to accurately select what you want from your sprite sheet.

I did what you told me up to the "trace bitmap". I see where the option is but it won't let me select it. Also, alll the sprites looke like they're in JPG format. How do I fix that?

well it not to hard to understand(i don't know that much nether)...
well what i know is that an images file(GIF,JPG,PNG) in flash appears the same way but if a gif file is import to flash it will import all the gif images in to your library(there will be one that has the name of the gif file and the rest of the animation will be named Bitmap 1,2,3 ext...) and a moveclip named symbol 1(or 2 or 3 depending on the amount of gif file you have imported)
but you shoude know that by pressing ctrl + B you well do the action of breaking the object...
by pressing ctrl + G you will do the action of gruoping the object...
you can break or grupe more then one object at the time...
well this is basic stuff...i just made it very complex but it is simple
but you shoude know what breaking and grouping dues...
XD hope this help a little