3D Animation

How people normally create 3D model animations, like a man running?



I saw in all kinds of 3D adventure / racing game, 3D animal or monsters are moving around, how to create those stuff?



Do I create the running animation in 3DS Max, then load the 3D model in JME, and then update the 3D model's 3D coordinate each time User press the forward key / backward key?



Since I have 3DS Max 9 and I saw an animation time line there.

Yes, that's exactly how this is usually done.