How do you make this type of pictures?

They are animated gif's, you need more than one frame, multiple frames each slightly different from the last and an animated gif will play them like a small movie.

Here are some free ones

http://heathersanimations.com/

Chris

well perhaps this is really not an answer, but if you really wants your question being answered perhaps you would want to make it easier to answer your question by providing links to the moving picture you mean. So that people would know exactly what kind moving picture you mean.

I know one program that can capture onscreen display and make them moving pictures. it is called

"screen cast o matic"

just check it out here

http://www.screencast-o-matic.com/

its free unless you want to go to pro mode.

well I use the free version and its not bad I think.

ps. btw I just checked tumblr and most of the moving pictures I found there are gif