Hey there, Pony!
What a promising lightning sketch 
Hmmm first you would have to remake each frame in .PNG file, so it carries a transparency channel within.
If you aim to make a more flat style lightning, Adobe Animate/Flash will do the trick, because it uses vectors and you can export .PNG files later when you’re done drawing. If you aim for something really detailed, you might want to use Photoshop or Krita.
Now, about actually making the animation play in Unity/Unreal or any other engine of choice…
This alone isn’t complicated, but this alone won’t be a cool effect, you know? I recommend you learn some other stuff before going straight to using flipbooks.
If you’re just starting, I recommend Gabriel Aguiar courses on Udemy: https://www.udemy.com/course/vfx-for-games-in-unity-beginner-to-intermediate/
He also has an youtube channel called Gabriel Aguiar Productions.
Other interesting links: