Yep, it's possible with 0.6.5..
You can create your own sprites or use default sprites.
About creating a sprite :
1) Draw it from Gfx.dir (you can find this file at C:/Team17/WormsArmageddon/DATA/Gfx). Change .dir to .bmp to open it.
2) Save it to .dir file
3) Then add it to the attached files at the PXSchemeEd
4) Now open " sprite overriding ". We need to replace one of the sprites with the sprite you made, so better replace an empty sprite ( 700 and more ).
5) A sample screen
6) You can apply the sprite at the Weapons editor ( animation settings ).
You should understand how to use default sprites then