First thing, you need to study and learn how to write shaders. Shaders are text file scripts that describe how surfaces interact, behave and appear in the game.
Two things you want to achieve are to create transparent textures and also to animate them.
To achieve transparency, you will need a shader that uses a blendFunc directive. Depending on the type of blendFunc you are using, you may or may not need an alphachannel. The three common blendFuncs are blend, add and filter (there are some more complicated ones as well).
Blend requires the use of an alphachannel, it basically reads the channel and applies that to transparency. It is typically used for grates and to layer various textures on top of one another with see-through bits in between. Add is used for glowing effects like fire/explosion sprites, flickering lights and the glowy bits on jump and launch pads. As Foo was "trying" to explain is that additive effects do not require an alphachannel. Lighter shades in the RGB channels are interpreted as being more opaque while darker shades are more transparent. Filter is typically used by the lightmap. So on surfaces that are affected by lighting, you will need a lightmap stage and a blendFunc filter in there somewhere.
Very few textures in Q3 actually have multiple cells of animation since it's really not an efficient way to animate things. Usually only fire and explosion sprites use multiple framed animations. Instead, most animated textures have shaders that modulates the texture coordinates to give the appearance of animation. Jump pad yellow circles for instance just takes a single texture frame and scales it up and down to give it a perceived animation.
Best way to learn how to use shaders is to check out the default shaders (open with notepad, etc.) that come with Q3 in /baseq3/scripts and also see the shader manual, linked below...
http://robotrenegade.com/q3map2/docs/sh ... index.html