FlashDevelop can’t export swc’s natively. There’s a plugin available for this, but I’ve never used it myself: http://www.flashdevelop.org/community/viewtopic.php?t=2987
If you can’t get the plugin working you’ll just have to do some googling to find out how to do swc compiling through the command line.
After that’s done just do:
Project → New Project → AS3 Project
Write your classes.
Export as swc.
Include swc in Flash project.