I just checked it right now. There's animation in his game.
The idea is to set each animation to a button press. If you press Right-key, the walk animation plays. But definitely follow Weishaupt's advice and follow that tutorial.
I also have an example, which is really different from Weishaupt's. But I think Weishaupt's is better. I sort of did my example from trial and error. But it kinda works. :)
http://db.tt/fYPQQZEo