Ok, well, these things aren't very hard after you have the basic character.
First-to make the guy look like he is walking, make him a movie clip. In the movie clip, animate him walking, up, down, left and right. put a gotoandplay frame number something at the end of each short animation so that it loops. On the movie clip, write action script that goes something like this: onkeydown.LEFT.gotoandplay(2) onkeyup.Left.gotoandstop(1). It isn't exact script obviously but it is like that. That would make it so the moving left loop is played when that key is pressed. Do the others like that and it should work.
Second-find the parameters of the outside of screen. Have a frame do a test for the x and y values. and hae it so if the x and y are equal to where you want the boundaries to be, the scene changes.
-keep in mind I am no expert, but I hope this helped