The site you aim for is fairly advanced. It is good to have this as a goal, but
you need to learn all the basics before you can start doing things like this.

Get a good tutorial book, such as the Visual Quickstart Guide to Adobe Flash
(I always recommend this one), and then go through every lesson, so you will
understand all the tools in Flash. After that, you can find some good books to
teach you ActionScript.

There are no fast shortcuts to learn to program an advanced Flash site. But
while you are learning, even at beginner level, you will discover many many
things, and many ways to create interesting and fun interactive Flash projects.