Flex is good at produce code, whereas Flash is good at animation, how the integration is done? If I want to insert the animcation produced by flash, what's the recommend way to do the integration? Do I need to use SWFLoader?
It really depends on what you are doing. For most apps, you can simply have a Flash control embedded inside your Flex MXML design. You shouldn't need a book/tutorial for this, since it's just pointing the control's swf obj source to your swf - Adobe has lots of documentation on using the controls.