When you need file a that is a sprite's costume, right click the costume in the costumes pane and click "export". This way it is transparent. If you need it to be a certain file type, use CloudConvert to convert it to any file extension. From there, you can use TinyPNG to compress it.
(see sidebar credit on other side)
Hey there! Welcome to the Wiki, EIephant_Lover!
I hope you can make lots of helpful edits. Remember to check out the new page policies and especially the guidelines. The Wiki can be a little tricky in the beginning - I'm still making lots of mistakes. Mainly remember to include a summary of what you did with your edits and use a signature at the end of a reply/new topic on talk pages only. Don't worry; you'll get the hang of things eventually!