http://ffmpeg.zeranoe.com/builds/
You probably want the static version.
Make a directory called “plugins” in your Pencil2D directory, and drop the ffmpeg.exe file into that.
Make a new folder ( as he said directory) name it “plugins” and place it there, its not perfect i`d recommend exporting image sequence, opening in GIMP (free) making the files into a .gif (interlace, animation) open it in that video editor i had it it supports gifs.