First of all: You should not use different images. Maybe for your player it does not matter much (because there is only one) but in general you should always use sprite sheets, a.k.a. TextureAtlas
.
However, it is possible without it by using different textures.
TextureRegion tex1 = new TextureRegion(new Texture("play_anim_1"));
TextureRegion tex2 = new TextureRegion(new Texture("play_anim_2"));
TextureRegion tex3 = new TextureRegion(new Texture("play_anim_3"));
TextureRegion tex4 = new TextureRegion(new Texture("play_anim_4"));
Animation playerAnimation = new Animation(0.1f, tex1, tex2, tex3, tex4);
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