You say a "gif", you must look for tutorials for how to make one, there are a lot of them. Then, upload it to internet like a normal image and put the links on your signature, like a normal image (using BBCode obvius).
A gif is a moving image. Gifs, however, are no longer aloud in signatures due to lag issues. There are ways around it but we strongly recommend the way how to does not get released. Gifs are no longer aloud for a reason.