If you want to write an actionscript animation to a file from the Flash IDE, you can try quicktime(.mov) by choosing:
File > Export Movie and choosing QuickTime as the output format. This will allow you save the rendering of your actionscript to a file. A handy video by Lee Brimlow is available here.
I don't think it's possible to save a gif from the IDE for actionscript, but if GIF is a must you can try rendering with actionscript into an array of BitmapData objects that you would feed to a GIFEncoder.