Yes, I create it from scratch. I make four layers of the same picture, the first one is left as it is, the second one, eyes closed a little, third closes more, and last closes completely. Then I used the Animation tab to animate each frame.
For starters, you need a picture. Secondly, you need Photoshop (or I need it, it's the only one I use.), and thirdly, you need some editing skills, and use Animation. Create the picture in .gif format, and you're set!