Quote - I thought one told WD which figure to use as a template (via the "figure type" button or whatever it's called).

I have always suspected that the "figure type" button only sets the figure to be used in the preview window in the WD. But I may be wrong.

Quote - You may have a point there. But is it really necessary to have the WD-Antonia loaded into Poser in order to create walks for her?

The WD can only output a walk into a figure loaded in the current document. In the WD you get a list of figures in the document, and must choose one of those to apply the walk to.