Look in File | Import | Image Sequence…
NOTE: Dragonframe is not video editing software. It is primarily for capturing stop motion animation, not stitching together frames. If you always capture frames away from Dragonframe, there are cheaper and better ways to convert them into a sequence.
Dragon Stop Motion 2
Dragon Stop Motion can import an image as a background plate for a line-up layer.
However, if you are trying to use DSM to animate a series of stills that you shot outside of DSM, this won’t work. You probably just want post production software, like After Effects or Final Cut Pro to stitch your frames together and edit them.
QuickTime Pro can take a series of sequentially named images and create a movie out of them, too.