For the Audio, the simple way is and event "On Start of Layout" or "On Loader Layout Complete"... "On Load Complete". Be carefull with the conversion, sometimes it is not possible to convert with construct. And you will need an ogg file for the music, not m4a.
About the animation, it is frame per frame so yes, you need to draw it by yourself (and that why we all start from a square). I suggest you Gimp, it is free. After, just search in the Tutorial section for "Animation", you will find what you are looking for