Oh, just a bit of fancy pain trickery. The movement the pokemon sprites use in the games basically just cleverly manipulates two frames. Generally, they will do a mix of skewing, rotating, and resizing the sprites to create more of an illusion of movement than you would normally get with two frames.
the joy ids that you can do all those effects in paint! It takes a bit of patience and trial and error, but the effort is always rewarded.