You can add an animated gif into iWeb by drag&drop then select it, open the Inspector, go to the QuickTime tab and check the autoplay and the loop box and hide controls.
Otherwise upload the gif to your server (read Basic web knowledge FAQ for more info) then use the following code in an HTML Snippet to embed the gif into your site:
<img src="URL of the gif file" width="250px" height="80px">
Replacing URL of the gif with the URL to the gif
Change width and height parameters to fit your gif