I just started. How do i add a model. And also, which script do i use so i can walk around with him. Please help me.

Well, i suggest that you first read the manual, then download some tutorials on RESOURCES and look at the code there and you are on your way

i looked in the manual and it said to use 'player_walk_fight'. But i can't find it in my files. Is there a different script that will do the same thing?

add a moddel is very simple open WED and clik add moddels then add you moddel
now clikc at
file
map properties
then at script
new script
if you got A6 you can choose then choose a5 templates if you use A5 just
click at new script then save your game load it then model properties and choose player walk_fihght

here try this template tuts your use the wrong tut, thats for a5.