You can try adding the stepping sounds to a specific animation, let's call that animation "walking".
On "D" pressed -> Character starts "walking" animation from beginning
-> Character move to (Character.X+10, Character.Y)
Character's "walking" animation is playing -> Audio play "stepping sounds" looping
This is an oversimplification of it, but this is the basic idea. Of course you first you also have to add the "stepping sounds" via the Sounds folder.