To use this feature, navigate to C:\Program Files\Scirra\Construct and make a new folder called 'Images'
Right click on a frame in an animation and select 'Launch Explorer'
Windows explorer will launch with all your images exported as pngs, which you can drag drop into another program.
Once you are done editing them, save, and close the folder
Click yes and the images will be updated in Construct. The directory wont be cleared until you edit another image. Also, the feature is a bit experimental, and doesn't support adding additional frames.