Need help making SWF Files

Okay so I followed the tutorial but it doesnt show how to make the SWF files or anything like that. I am completly clueless when it comes to this stuff.

How do I make my own SWF files for the webpage? Is it something to do with embedded html?

If someone could respond asap, I am working on a project due in just a few days, I would really appreciate all the help!