SWF files are loaded using the Loader class:
1.Create a new URLRequest object with the url of the file.
2.Create a new Loader object.
3.Call the Loader object's load() method, passing the URLRequest instance as a parameter.
4.Call the addChild() method on a display object container.

Extract class reference by using:
var C:Class= loader.contentLoaderInfo.applicationDomain.getDefinition("ClassName") as Class;

package
 {
import flash.display.Loader;
import flash.display.MovieClip;
import flash.events.Event;
import flash.net.URLRequest;
import flash.utils.getQualifiedClassName;

import mx.core.UIComponent;

public class SwfTest extends UIComponent
{  private var loader:Loader;

    public function SwfTest()
    {
        super();

        var request:URLRequest = new URLRequest("swf file location");
         loader= new Loader()
        loader.contentLoaderInfo.addEventListener(Event.COMPLETE, onLoaderReady);
        loader.load(request);


    }
    public function onLoaderReady(e:Event):void {     

    var C:Class= loader.contentLoaderInfo.applicationDomain.getDefinition("ClassName") as Class;
    var m:MovieClip = new C();
        //m.gotoAndStop(1);
     // m.gotoAndStop(1);

    this.addChild(m);

    }
}
}