In Direct X, there's an interface to the sprite class, if you're looking for a quick and easy solution, than you can use that.
Just line up your images like a sprite strip, as Helios said. Then create a class for a sprite. That class should have:
->A pointer to a texture
->A pointer to a sprite interface (if you choose to use the sprite interface)
->A number representing the amount of frames
->A number representing the width of each image
->A number representing the height of each image
->A bool indication if the sprite strip is arranged horizontally or vertically
->Two numbers indicating the top left corner of the sprite
That would hold all the information regarding your sprite, but so that you don't have to have redundant data when you have multiple objects using the same sprite, you should have a seperate 'object' class that also has
->A pointer to a sprite
->A pointer to a directx device (or use some sort of graphics manager to handle the rendering)
->A number representing what frame of the sprite you're ine
->A number representing the image speed
->Numbers to represent the x and y position
Then, when you want to render your sprite, render starting from the top left corner, then if it's horizontal, translate the start point by (width * curFrame (or curFrame - 1 if you don't start at 0), 0), or if it's vertical, translate the start point by (0, height * curFrame (or curFrame - 1 if you don't start at 0)). Then make it render the portion of the texture between the start point and (startx + width, starty + height).
