This looks good, but you do need to make some changes/cleanup.
- Remove unused 'using' statements - at the moment you are using only 3/8 of your statements
- Remove empty constructors
- Use properties - you are not writing C++ here
- Where is Draw.Display defined?
- Don't use outdated Hungarian (m_xxx) prefixes
- Clearly define what functions do, you have setAnimation doing two different things with an overload and setFrame is more like an update function
- You are using an int for time. Is this MS, SEC, MIN, or what? Consider using a Timespan or better yet NetEXT's version of the SFML time classes (see my signature)
- In your OnDraw() call you are creating a new RenderStates with the exact same properties of the original. The point to this is...?
These are a few of the things I noticed, also if you don't know I have ported most of Thor to .NET in my NetEXT project. The entire animation module is already ported