Alright. The first think you have to do, it to open a new 'paper'.
Press File -> New. You'll get up a new window, chose image size threr as usual, then go to Advanced Alternatives (click the +). There should stand something like Fill with: choose Transparency.

Then you draw your image. :)
Everything that's marked as grey chess-squares will be transparent.
The other places will not ;)

Now, time to save. :D
Choose file -> Save as...

Now you have to click the + after chose file and then chose GIF-image    gif.

It will ask you to Export. Just agree and press Export.

And now; you can finally just press 'OK'! WH00T!!

Yes, here you have it! A perfectly transparent .gif!