Hi Peter
Express Animate is not a slideshow or frame-by-frame animation program. It is more a "motion graphics" animation program. Think of it as "I have a bunch of shapes (or images). Now I want them to move around (move, resize, rotate, or change colour)". It is more like directing a movie or play than creating separate animation frames or a slideshow.
So, create an ellipse at frame 0 (or you could import an image), move the timeline marker to 1 second and drag the ellipse to a different place (you will probably be asked if you want to enable animation for this parameter. Yes, you do). You will see a movement path. Move the marker to 2 seconds and drag the ellipse to a different position. Now use the play controls to go back to frame 0 and play the animation you just created - the ellipse will move around the canvas.
Be sure to watch the two tutorial videos: http://www.nchsoftware.com/animation/support.html
You can also move the timeline marker and click one of the diamonds at the left-side of the timeline to set a new key(frame) for any property (at the point in time I want the property to have this value). Movement happens between keys/keyframes for the Position property (at this point in time I want the Position to be here. At a later point in time, I want the Position to be there).
Position keys are automatically set when you drag the object (drag your object/actor by the collar to a different part of the stage "at 2 seconds, remember, I want you to be here"), but most keys require setting manually ("hey, rectangle, I want you to start changing colour after 2 seconds [set a key at 2 seconds], and be completely blue by 3 seconds [set a key and set the colour at 3 seconds]").
Objects (actors) can be invisible, or off-screen, and they will have a duration with a start and end (the object/actor's entire part in the animation, after which they can go get a drink even if the animation is still going with different objects), but initially think of them as all being present in your project "green room", whether they are showing on-screen at the moment or not.
You can use object visibility or duration to create a slideshow-style frame-by-frame animation, but Express Animate is really not the best tool for this style. Way too much fiddling around for each frame to produce that style of animation.
Note: you can also have multiple compositions, although it gets trickier. In theatre terms: The curtain goes down, new set of furniture and props, possibly with completely different objects/actors, curtain goes up, acting (animation) resumes. In movie terms: stop filming, move to a different set or location, maybe different actors, start filming (animating) again.
