You only can move entitiy objects (eg: *.mdl, *.wmb). Right click on an entity in WED, choose Properies and Behaviour. There you have to choose the action you want. A simple move action (without collision) could be:
Code:
action move_cube
{
var move_speed = 2;
while(1)
{
my.x += key_cuu * move_speed * time - key_cud * move_speed * time;
my.y += key_cur * move_speed * time - key_cul * move_speed * time;
wait(1);
}
}