I want to load this image into an array...
It sounded like you were implying the use of LoadImage and storing each frame in a element of an array.
Seriously, take Perturbatio's advice and look up LoadAnimImage. In one command you can load that whole image into separate frames, and with a few more commands, you can draw them.
There's a great example in the docs with LoadAnimImage. It's just what you were asking for.