You can, but you have to put all your swf files into a single album.
Then put a local album.cfg in that album, pointing to a special album_photo.tml (object_template=album_photo_swf.tml for example).
Then copy album_photo.tml to album_photo_swf.tml and in that file, add the proper display code for an SWF. Maybe by replacing ####OBJECT#### with something like this:
<object classid="clsid:D27CDB6E-AE6D-11cf-96B8-444553540000"
codebase="http://active.macromedia.com/flash4/cabs/swflash.cab#version=4,0,0,0"
id="####OBJECTURL####" width="300" height="89">
<param name="movie" value="####OBJECTURL####">
<param name="quality" value="high">
<param name="bgcolor" value="#000000">
<embed name="####OBJECTURL####" src="####OBJECTURL####" quality="high" bgcolor="#000000"
width="300" height="89"
type="application/x-shockwave-flash"
pluginspage="http://www.macromedia.com/shockwave/download/index.cgi?P1_Prod_Version=ShockwaveFlash">
</embed>
</object>
That will show an .swf file properly, but only in that single album.
I haven't tested it, but it should work.
Cheers