Special smilies with XF? No, you can use any image you want as a smilie, there is nothing to block you from that.
However, XF offers something that most other forum platforms don't in that you can use standard images (gif/png/jpg/whatever) and sprite sheets. That means you can use sheets to gain their advantages or you can use any image you want without having to do anything special to it. There is nothing to stop you from having some images that are in a sheet and other images that are stand-alone files.