Hi Tom,
Go to your material—there to the channel where the texture/sequence is, and click there on the little preview image. This will lead you to a new “window” inside the material and shows three tabs in it: Basic; Shader; Animation. Click on the Animation tab. Here you find an option to “calculate”. Click on it.
Below of that is a pulldown-menu: Simple; Loop; Ping-Pong. If left to “Simple” and the sequence is shorter than the Scene file duration, you might not see any change after a single run through the footage!
In the material channel list (left sided) you find as well an entry called Editor, and after clicking on this word, the window which will open contains the option to check “Animate”.
If it doesn’t work now, the last thing that might can go wrong (happened, sparely in the past) is, that the application can’t find the rest of the sequence. If that is so, we need to help CINEMA 4D to find the footage. This can be done by placing all in the Tex folder close to the scene file or setting up a Preferences>Files>Texture Paths.
I hope that will give you all you need. If everything fails, try to “Save with Assets”, the new Tex folder should have all the jpgs then.
I have used in the images (below) a jpg sequence. To show the change, I picked the image with the “2” first (not that I suggest that as a good practice, not at all, ;o), but it shows the progress and the influence of the Editor>Animate option. I like to have my sequences numbered as my scene files. If you work in a team or with others, check if they like the starting frame named zero or one, to avoid problems in the communication. Perhaps a minor point, it will not affect C4D how it is numbered.
All the best
Sassi