There are two ways to go about this.

One way is to specify the start and end frames in the Make Movie dialogue. As the time span there is measured in minutes, seconds, and remaining frames, it'll involve some math.

The other way is to set the play range from the Animation Palette (Window menu --> Animation Palette, or SHIFT-CTRL-V). The green arrow at the bottom of the palette can be moved forward to frame 40; when you render your animation (or hit the play button), it'll start there.

There are no other walk designers expressly designed for Poser, but there are a number of standalone animation utilities that export their results in Biovision's BVH format, which Poser can read:

Credo Interactive's Life Forms Studio
NaturalMotion's endorphin

I haven't heard of a "fight designer", although dance designers are available. For something as complex as a fight sequence, you might be better off with motion capture.