Woaaaah, looks awesome dude! Do you think you could release it for android too?
They are created with a program called Live2d. However, I also create drawings frame by frame to find more realistic movements. There is a lot of work behind this that requires a lot of time and skill... I do not recommend you follow my steps. In fact, I am going backwards. If you want advice, learn and use Live2d to create simpler animations than mine but trying to find a way to make them exciting anyway.