If you want to upload an SWF advertisement, you’ll want to be sure you have a backup image in case Flash isn’t support (very common these days!).
To do this, you’ll want to create a standard banner ad as usual and then upload the swf where you would normally upload the image.
Save, and then click edit again. You’ll need to enter the width/height parameters. At this point can specify a backup image to use in case the device doesn’t support Flash. Save and you’re done!