Yes, you need an HTML page and then you insert some code something like this, where /images/bannerflash.swf is the location/name of the swf:
HTML Code:
<object classid="clsid:d27cdb6e-ae6d-11cf-96b8-444553540000"
codebase="http://download.macromedia.com/pub/shockwave/cabs/flash/swflash.cab#version=6,0,0,0" id="Untitled.swf" width="320"
align="middle" height="300">
<param name="allowScriptAccess" value="sameDomain">
<param name="movie" value="/templates/template1/images/bannerflash.swf">
<param name="quality" value="high">
<param name="wmode" value="opaque">
<embed src="/images/bannerflash.swf" quality="high" name="/images/bannerflash.swf" allowscriptaccess="sameDomain" type="application/x- shockwave-flash"
pluginspage="http://www.macromedia.com/go/getflashplayer" width="320" align="middle" height="300" wmode="opaque">
</object>