I would like to create a flash movie dynamically with jpgs and other data on server. Is there any server side software that does this?
See swftools. Here is an example:
$ jpeg2swf -o movie.swf -3 1 -X 640 -Y 480 -f -z *.jpg
to create a movie out of all the JPEG files in the directory.
Another option is to use the Perl module SWF::Builder.
PHP comes with the Ming library. It's fairly basic, but it should do what you need (create a series of SWFBitmap objects, adding each one to a new frame of a SWFMovie.