Setting up a character

I think it will depend in part on what you plan to do with the legs and arms.

In the Evans robot which has a walking cycle the leg and foot is a single layer.
The arms though are multi-layered with the arm and hand being separate because there are different parts you can have as the hand.

As far as the quadrupods thing goes, yes still waiting for that to be a feature.

The current Walk behavior and its presets do not really apply well to quadrupeds.

It's a popular request, actually: Support rigs for quadrupods, birds, snakes, fish and things with more than four legs. – Adobe video & audio apps

I have seen results that weren't completely horrific, but they involved some fairly unnatural trickery that I wouldn't really recommend trying to recreate.

DT

No experience making animals walk etc - does sound like a challenge to make natural looking!

Regarding layers, I use separate layers to make it easier to edit sometimes. But the first question I would be asking is how are the leg segments going to connect. Do you want hinging joints rather than flexing joints? If so, you MUST use separate layers, with the layers nested inside the thing they are going to attach to. (Foot inside lower leg segment, lower leg inside upper leg segment, upper leg inside body, etc.). Otherwise you cannot connect them together if you make them independent. So I sometimes nest that way even if not independent so I can change it later without having to restructure the puppet (Which loses all the rigging)