The walk behavior has different "modes". In the properties panel for the walk behavior, there is walk continuously, on arrow keys, and position based walking. I personally suggest you use position based walking if you record scenes as the other modes have some strange side effects that were solved with position based walking. Arrows is good for live-streaming - so its still useful - just depends on what you are trying to achieve.
With position based walking what you do is use keyframes on the position property. It gets added to the X position of the character. You set a keyframe for the initial position value, then set a second keyframe for the new point and position value, The puppet works out the direction to walk based on whether position is goin up or down. But you can scrub the timeline that way which does not work with arrows.