Do you mean using the video as a guide or have animation play over the video once published? What is your target platform? If HTML5 Canvas, the video is always going to appear above any animation.
If you are targeting HTML5 Canvas do as JoãoCésar recommends in his answer to this post: Animation Layers over video component in Animate
Else if you are targeting AS3, import your video as MP4 (File -> Import Video...) and select Load external video with Playback Component. It will be placed into a layer of your Timeline and you can create another layer on top to make your frame by frame animation.
Based on my experience doing exactly this we have to assume you are using the video as a guide only. Import your video file into the timeline and expand the timeline as needed. Follow the import wizard when doing this. Make sure the imported video is added as a Graphic symbol on the main timeline. Create a new layer and draw on top of the video on this new layer. Animate using the video as your guide.
When done, export your animation and if you need alpha transparency, you can export to MOV file and select "ignore background color/generate alpha" option.
Then you can import your exported file to Premiere Pro and overlay it on to something else or the original high quality video you animated over.