This isn't a book about animation, but once you add an Absolute animation layer
to the CAT Layer Manager rollout in the Motion panel, and press N to turn on the Autokey mode, you can readily start setting key poses at different frames in the timeline; you'll find it's not hard to get underway.
The provided \Packt3dsMax\Chapter 10\Creature_Walk.max
scene shows the skinned model ambling along in a 40 frame loop, and even with the medium-resolution creature model the playback is pretty nice. The model in the provided scene has the Turn to gPoly modifier added to it, below the Skin modifier, which doubles the frame rate for playback.
Still, playback in the viewport is subject to the performance of the computer you're using, and you will want to be able to at least view the real-time playback via a preview. In the viewport, go to the + label and from the drop-down list select Create Preview | Create Animated Sequence File.... In the dialog that pops up...