The sprite set is controlled from these buttons.
Add adds a new sprite to the end of the set of sprites. Insert
Here adds a new one at the current position in the set defined by the
Object Selection controls.
WARNING: Note that GBA GFX does not restrict the number of sprites you can
create within one set.
Delete Current deletes the current selected sprite. Delete All
deletes all the sprites in the set.
Edit copies the current selected sprite to the editing
area. Store stores the current edit in the current selected
sprite.
If the Auto Store/Edit checkbox is marked then whenever a sprite is
selected with the Object Selection controls the
current edit is automatically stored and the newly selected sprite is loaded
for editing.
The Import button is explained
here.
Pressing Map Edit brings up the Map Editor (controversially), which is
explained here.