Shaun_Max i dont think that you need "parent movieclips" and "child" ones.
You can add your images for an object under the "sprites" section, then you create a new object (objects section), for example player_object. Then you add the image sprite to the player_object (you can add a static image or a sprite animation)
You can check the typical structure in the image bellow:
I strongly suggest going through the easy to begin tutorial. Within an hour you will know if gm works for you or not (gm studio is free / trial to play around) .