I suspect your question is too vague and wide-ranging for contributors to this forum to answer. However, there is an excellent tutorial on how to go about character animation from back in Director's heyday:
It's pretty old, but then again Shockwave 3D hasn't changed in the last nine years.
(OK, Director 10 introduced a modelList for raycasting.)
how to animate a run, is an animation question. which is really a seperate matter from director. max comes with tutorials on how to export animation to shockwave. but animation itself is seperate matter. thats what you need to learn