To export the walk animation select Tools->Create Sprites option. Export options are unique per animation, in this case the model only has one animation, in case the model has more animations the next steps should be repeated for each one.
For this example the Scale is set to 2, the Transparency to about the half, Frames to 24, Rotations to 5 and Spin Angle to 180.
Export animation checkbox allows you to skip animations.
Draw shadows and draw attachments can be checked/unchecked to include these elements, to export elements separately the model material should be changed to have 100% transparency, unchecking Draw mesh exports empty frames.
Frames are the number of images to export per animation and rotations are used to define how many “takes” are desired, for this example it’s set to 5 because the animations will be mirrored.
Start and Spin Angle are used to set where the rotations start and the angles to use; because the animations will be mirrored the spin angle is set to 180.
Scale allows setting the sprite size.
Shadow floor sets how far from the model are the shadows.
Create Sprite displays a new window with the options to create the sprites. In my experience it’s better to use “Individual Files”. “Uniform Sizing” is required to have the origin point at the same position in all the files; this is useful when importing the animation to Construct 2.