To have a figure follow a walk path in Poser, you must use the Walk Designer.

Window menu --> Walk Designer (or SHIFT-CTRL-S)

Unfortunately, the Walk Designer is designed for bipeds, so for animal figures like the P4 cat or MilCat, you'll also need an animated walk pose, 30 frames in length, that loops well. Place it in your /Runtime/Poses/Walk Designer folder; it'll show up as a blend style in the Walk Designer.

HaiGan has a Walk Designer-compatible pose for the P4 cat here in Free Stuff. Follow the instructions in the zip file carefully. The Walk Designer can be glitchy at times, so patience and a willingness to "try, try again" is highly recommended.