Assuming the legs are in the Body group, I would select that Body group and add Fixed handles to each leg. If this isn't working, then most likely something is structured incorrectly, or something is independent that shouldn't be, etc. Feel free to share your puppet file here if you still can't figure it out:
I've watched some of your tutorials and example scenes but couldn't figure out how to animate a walk cycle for a 4-legged character.
This is the clean scene I'm working with: Dropbox - 4-leg_walk_cycle.rar
.ai file: Dropbox - purple_dino.ai
Can you please let me know what I'm doing wrong or how to approach this issue?