Well...that is very hard to do. But example, IF you use Fat zombie character from model pack 4. And you want to make walking cutscene,Make a level and put fat zombie to walk a waypoint, then build a game from that and Launch game. When your in there you can record with Fraps (
http://www.fraps.com/) his walking, Then save video and put it to level you want. Fighting is harder, you should use DarkAi and put enemies fight each others and record that. Pretty simply
Ofcourse you can also animate it your self, But that is much harder way
-Anssi