If you have a .wmv file and want to know how to convert that into an swf file, here are simple steps:
1. Save your file on to your local system.
2. Open Adobe Flash Video Encoder
3. Add the file into the Video encoder. Give the name of the file at the bottom without flv extension
4. Select the file and click "Start Queue". It will encode the file and convert it in to .flv at the same location where you've saved your wmv.
5. Now open Adobe Flash and import the flv file into it.
6. It will open a wizard, select your options and click next.
7. After the file is imported, select export at movie clip.
You are done. Swf/ flash file is ready for you.