Hello [name]! Thanks for joining the GMC. Before making any posts in the Tech Support forum, can we suggest you read the forum rules? These are simple guidelines that we ask you to follow so that you can get the best help possible for your issue.
Do the tutorial on tilesets that comes with GameMaker Studio 2. Just go to the tutorials tab on the start page and download IDE Basics: Tilesets. It explains how the tileset animation system works.
Oh, and you don't play a tileset animation from an object. You create the animation as part of the tileset and then place a tile from it into the room (this could be done from code, but it won't be linked to any instance, just a layer).
We really aren't a Tileset is the graphics, and can be used on many tilemaps.. The tilemap is the "grid" of tiledata (which tile to draw). Tilesets (like a grass/ground/path graphic set) will be used over and over again in different levels etc. just like a sprite, it's reused a lot.
Tilemaps as I said are is the grid of tile data. If you have a 32x64 tilemap then this is basically a "grid" of INT values. Each INT has a few bits for flags, and some of the bits for the TILE index itself. But its just an int.
So.... Tilemaps are full of tile data, and Tilemaps will use a Tileset to render with - just like a sprite.