If you need to know which commands to use, check out the LOAD SOUND and PLAY SOUND commands.
There are a couple of ways you can do this. You can base it on time or distance. When your character starts moving, annotate the time or position. After it moves a certain time or distance, play the footstep sound and annotate the time or position again. Keep playing the sound at whatever time or distance interval you choose until the character stops moving.
Note that at differing rates of movement, the interval between footsteps will change. The footstep sound will be played more often if the character is running as opposed to walking.
Edit: Also, if you're going to have your camera bobbing up and down to simulate the walking or running movement, make sure it's syncronised with the footstep sound.
- Jane