You can use FlxSprite.loadGraphic() to load an image file and set it to be the graphic of your FlxSprite.

// sprite's graphic will be loaded from the file 'path/to/image.png'
sprite.loadGraphic('path/to/image/png');

Demonstration

package;

import flixel.FlxG;
import flixel.FlxSprite;
import flixel.FlxState;

class PlayState extends FlxState
{
	override function create()
	{
		super.create();
		
		var sprite = new FlxSprite();
		sprite.loadGraphic("assets/bigbox.png");
		sprite.screenCenter();
		add(sprite);
	}
}