You can download gifs that's one way I know of doing it i use wallpaper engine made by steam on my phone import the file then add it to my homescreen I'm sure there's other apps you can use but that's what I use.
If you do a zoom out pinch on the home screen, you will see themes option on the bottom. Once in the samsung themes app, you can select wallpapers. There will be free and paid animated wallpapers. You just have to search around.
