Yeah... er sorry.
You need to create a condition. Create one in the conditions tab of your playable character. Name it something like: "is_walking" & set it to "false" as the default state.
Moving on... I was talking about actually adding actions to specific animation frames. If you select an animation frame you can click the edit frame button which will open up a new window. Inside of the window will be a section to do with actions. You can click the "lightning" icon to open up a new window which will allow you to create action parts to be triggered when this particular frame is shown while playing the game.
Inside of this action block you would create some actions... something along the lines of...if condition "is_walking" is true
execute a script... (see code block below)
ActiveAnimations["name_of_walk_animation"].AnimationFirstFrame = 4
You would add the same line of code inside of an execute a script action to the 4th animation frame to force it to loop from that frame instead of going back to the beginning of the animation when it reaches the end of the animation.
"name_of_walk_animation" needs to be replaced with whatever the relevant walk animation is called. Names are case sensitive. It's also a good idea to give animations unique names. For example, let's say you have 2 characters performing the same animations at exactly the same time & both animations have the exact same name, then you would end up with duplicate animations of the same name in the active animations table & the engine may not know which one you are trying to access.
Hope this helps a little bit, though probably not. It helps if you try to get a basic understanding of the engine first before diving into the deep end, especially in regards to custom features & the Lua side of things & even more so if you have no prior experience with programming / scripting in general. Obviously I don't know whether you know how to program or not, but you should get the general gist of what I have just said.