Yes, it is possible. There are some ways to do that:
Animate the filename parameter: Import the first image and animate (modify in animation mode) the filename parameter of the Image layer giving the following image file names you have done.
Import all the images and change its visibility along the time: Using the Amount parameter of the Image Layer with Constant interpolation you can make visible what ever image file along the time, producing the animation of the images.
Using paste canvas layers: Import each image and encapsulate it using a paste canvas layer. Then export the canvas parameter of each paste canvas layer. Later in other paste canvas layer, using the canvas parameter, select the exported canvas in animation mode (animate the canvas parameter using the previous exported ones. That would allow to reuse the image layer in several places at the same time.
In all the cases, it is important to keep the relative location of the image files from the sifz file when moving the animation documents from one place to other in the same or different computers.
Also, animation of image layers is not the only way to combine images inside Synfig Studio. You can use the cut out technique to rotate, zoom and translate too. Any other kind of effect can be applied that way (shade, color correction, distortions, blurs, etc.) using the set of synfig’s filter layers.
Download the dog walk cycle from this link: viewtopic.php?p=6816#p6816
The Image layer file name parameter is animated. Just do the same with your images.
-G