Hello grogcore! You need to turn the gif into a sequence of images, you can do it using photoshop, after effects, or premiere if animate doesn't let you export a png sequence.
Once you have your images ready, import them in Spine under the same slot, and animate their visibility in an animation. You can deactivate selection for the slot so that you don't accidentally click on the reference while moving your character, and I also suggest lowering the alpha color of the slot to get a nice see-through effect.