Hi there,
by using a swf decomplier you can learn a lot of how it was created, you can use some programs to get the swf of the websites, some programs that will do that would be swf downloaders, or offline browsing software or you can even look up the swf in your browser file history folder.
once you have the file, save it again somewhere on your computer where it will be easier for you to access. and you can use a decomplier softer such as sothink - swf decomplier to generate a .fla file, open the file with adobe Flash and here you go.
The designer of this template probably used a combination of software in order to create the layout of this templates and the graphics in there such as adobe photoshop, illustrator, and flash.
most of the animation effects were most likley created using flash action script. again by decompiling the swf you could learn alot of the way this flash website is working.
Good Luck !