how to play it frame by frame??

Oksamurai knows best... but if you are using cycle layers to do the loop, there are a few tricks like pause layers to control where it stops in the cycle. The other one is to use a swap set about the cycle layers so when walking you both change the swapset from the standing still image to the cycle layers and start the cycle layers going.

+Puppet (swap set on it)

  - Static image

  - Walking sequence (Cycle Layers behavior added)

  -  -  1 (first image in walk sequence)

  -  -  2

  -  -  3

CH acts a little differently. For the walk, I highly recommend using "Position" and keyframes as the way to walk (as shown in the latest Walking tutorial) - that way it won't loop like it does with immediately or arrow keys. Things like walking and physics are simulations, happening live instead of being hard-coded to a frame, which is why you're seeing the continual loop even on a stopped frame. For the other stuff - everything "armed" (red dot) will reset if you change timeline position, because it's looking for realtime performance data to record, so it resets back to a zero default state. If you disarm things (click the red dot to turn it off), you'll noticed they stop doing that. Hope that helps.

https://youtu.be/gv_2Upvtm-M