As far as I can remember ,to import swf files into Frontpage you go to Insert/Plug-in, or something very similair.
As regards to importing to geocities I assume you mean 'uploading' your site. To do this you'll need an FTP programme's like Cute FTP. (File Transfer Programme)
Having said this, if you've got Frontpage then it has it's own FTP programme so use that.