I cannot play GIF with transparent background in MIT App inventor. I used image component to show the GIF but it does not work. Reviewing the uploaded GIF in host, it revealed that the background of the GIF is automatically set to white.
in App Inventor use a webviewer component, see an example here App Inventor and animated gifs However the background not really can be transparent because your app itself can't be transparent.
protip: next time do a Google search like this
https://www.google.com/search?q=App+Inventor+animated+gif ...
you could have found the answer to your question easily yourself...