First you download Tweener Class from here:

http://code.google.com/p/tweener/

Than you unzip the archive and copy it to your project folder.

Than you import it in where you need to use it:
import caurina.transitions.Tweener;

And than you use it, example:
mc.alpha = 0;
Tweener.addTween(mc, {alpha:1, time:1});

First I set the alpha of ‘mc’ MovieClip to 0, than I added a tween, a tween that will fade in my movieclip in 1 second.

Complete documentation of Tweener:

http://hosted.zeh.com.br/tweener/docs/en-us/

See how to create a MovieClip by Action Script 3:
http://short-tag.info/2009/03/as3-create-movie-clip-by-coding/