When copying an animation so that the animation replays, copy the keys/bookmarks in the graph editor, then paste them making sure that "paste connect mode" is selected.

The animation tools in SFM, while not as great as Maya, are more than efficient to build convincing character animations. If you've animated in a program such as 3ds or Maya then the same process for creating an animation can be applied in Source Filmmaker. Personally, I animate straight ahead, as it feels much more organic than creating a framework for the movement (pose to pose). Though having said that, the videos I've created in SFM so far mainly use Pose To Pose, due to me trying to get my bearings back for animating.

One of us, one of us, gooble gobble, gooble gobble!

I don't know a great deal about the process, but you need to convert your model into SMD files first, and then create a QC file which will allow you to compile an MDL file. Unfortunately that's about as far as my knowledge on the subject extends.