Once you've done that, you've got to set up the flags. They're all the same size, and can have transparency. NONE of these should have transparency on the tileset, normally (A2 is the exception, where some of the tiles on the right might be partially transparent). A5 is 8 tiles wide and 16 tiles high and are not autotiles. From memory, A1 is animated autotiles - water and waterfalls. If they are not named, use the descriptions above the slots to determine where they should go.
If they are, be sure to only put them in the same-named slots (A1 tileset images should only go in the A1 slot). Usually they are named with A1-A5 or B-E as part of the name. Then go into the Tilesets tab in the database, create a new tileset, and select your images to go into the appropriate slots. They need to go into the img/tilesets folder (I'm assuming that's where you put them, but you didn't specifically say, so just pointing that out).
