@Homifier:
The WED (World Editor) is for creating levels and has no animating option, caus it simply doesn't need any.

The MED (Model Editor) is what you're looking for. You can create and animate your models with it.
Depending on what edition you have you can use vertex or bone animation.
(See the features list for details, just browse the 3dgs website a bit you'll find what I'm talking about)

And finally there is the
SED (Script Editor) thats what you can use to write your scripts and make your world come alive.