Add a column to your table/query with gif URLs.
Change "Data category" of that column to "Image URL" and you are good to go.
Sample data you can try
let
Source = Table.FromRows(
Json.Document(
Binary.Decompress(
Binary.FromText("i45WyigpKSi20tfP1EvPTEst0kvOz9V3zIlIA3GVYmMB",
BinaryEncoding.Base64),
Compression.Deflate)),
let _t = ((type text) meta [Serialized.Text = true])
in type table [#"Web link" = _t])
in
Source
Here is the result:

Actually, I need to have next/previous gif image in my report.
In this case, you either need to find a visual that both can "play" gifs and supports action, or you can place a button over an image visual (image by cloudscope visual in this case. You can import it from the marketplace) and use it's "Action" property to navigate between pages.
Note: button should be placed above the image visual in the selection pane

Here is how it looks like
