How to create animation sprite with ex2d unity extension

first all, i want to create an animation with unity ex2d extension, and the problem is when i open the sprite animation editor windows, some text like this appear "Please select an animation sprite",, how i can select it since i do not create it yet. And the question is, how i can create it..see image below,those image are windows when i open the sprite animation editor..actually im just follow this tutorial tutorial..but when at 7:37 playing i'm lost.. can someone guide me?? thanks in advances,n sorry for my bad english..