Conventionally, you can't, it's just an object in the level. But using custom graphics, layers, and events, it's possible to create real ones:
https://www.mediafire.com/?b7edvb6yvu61t1p (credit to zephyr for the flames).
What you do is put the blocks on the Default layer, but put the flames on their own layer. Then, make events that hide and show the flames every few seconds (using the Big Fireball sound during their appearance for added effect).