Sometimes. You can, for example, have a boss sprite that is made up of a few sprite sizes.
Like a game with 32x32 sprites can have a boss that's 64x64 or more.
It all depends on the game engine.
 

And in the case of an animation that is too big for the sprite limits and then you have to use more than one?

Just so you know for the future and for anyone else reading this.
A sprite is any asset in a game that can be animated or not animated but is always the whole thing wether its human or not.
A part of any sprite or asset is generally a GUI item like a portrait or inventory item, etc.
It can also be another version or view of the game sprite.

Oki Doki  got it. I thought that the sprite was simply the fact of an animated thing, but now I got it. Thanks for the advice!

Note that the challenge calls for a sprite which means the entire body of a character or item.
Here you have a portrait of a sprite.
Its added to your gallery but not the challenge.