Kay, first things first. Draw a circle or square or something. Next, double-click on it and hit F8 and click "Graphic".
Right click it, go to panels, then effect.
A new window should pop up. click on the arrow and go to alpha where you can fade the symbol in and out with the slider.
To make the symbol fade in the movie you have to tween it. So right click frame 20 or something in the timeline and insert a keyframe. Right click your object and do the process mentioned above to change your symbols alpha. After that's done, go to your timeline again and right click the timeline and hit "create motion tween". That should do it.
I just wrote that out of memory and it ended up being more jumbled and longer than it had to be. If you need further explanation, don't hesitate to ask. Even the smallest tasks can be confusing as hell sometimes.