so let me start to say that it’s really easy but it takes a while.
and select the polygonal lasso tool,this:
4. STEP FOUR: select all of your frames on your animation bar and click on the little triangle who is in the top of your animation bar:
and select “copy frames”, then go to your big gif and click on the same triangle and select “paste frames → paste frames after selection → ok“
5. STEP FIVE: relocate in the right order the frames, make sure that in the animation bar there are for first the frames of the small gif, and in the layer column there are for first the frames of your big gif. done this, click on the first frame on your animation bar and then click on the first layer on the column and select them visible, it’ll appear the “eye”. doing like this for each of your frames. ex: 
when you have done, save, and here we are, you have different shapes in your gif :)
+ if you want to do a circle gif, you have to use the elliptical marquee tool:
and then do the same steps ;)
i hope it’ll help you and you’ll understand, lol