Should be helpful.
For sprite movie authors this is probably one of the most frequently asked questions. There are, of course, other methods of importing sprites, but I've found that for a person still learning these things, it's better to give them one way to do it rather than confuse them with several ways and leave it up to them to decide which is the best.
Copy-pasting sprites into Flash, for me, has sometimes caused sprites even from the same sheet to end up looking jerky when animated, since Flash only approximates the pixels when you trace the bitmap. When the spritesheet isn't too big or complex, you could just import the whole sheet and trace it, and all the sprites will have the same size pixels. Another method I now always use is to turn my sprites into animated gifs, importing them into a Movie Clip and controlling that with actionscript.
This tutorial's method is probably more effective for the sprite novice though. Good work.