Animating 'Space Robot Kyle' in Unity 4.6

I’ve downloaded and added “space robot kyle” to my basic unity project. I want to enable an instance of Space Robot Kyle to walk (as a NPC).

But when I set Animation → walk, check ‘Play Automatically’ and play the scene nothing happens; the model stands in the arms spread pose. I’ve played with Unity quite a bit but have never been able to get this (or anything like it) to successfully work. Any help or insight on how this system works within unity would be extremely helpful.

Note that other than setting these few animation settings, I’ve got the stock model as delivered by the package. My project is basically an empty scene with a terrain and a few walls with the stock FPS controller that comes with Unity. Very simple.

that model does’t come with any animations

You can animate it yourself, or you can use the free animations from mixamo for example. @Ryutosuke