Leg walk systems work like IK chains, except without the IK.
You've noticed that leg animations are essentially just different lengths of a leg. These are used whenever a leg needs to contract/extend. Inside the leg attachment definitions, you define the min/max length of the leg, which should match the graphics. Once you have done that, you should make the walkpath, which is what gets many people confused but is actually pretty straightforward if you've ever done per-frame IK animation. You basically set a series of points that a foot must follow in relation to the leg's origin.
Placing attachments on the body, be they arms, legs, or jetpacks, is also rather easy - in the attachment definition you define the "sprite offset", which will normally be dead center on the sprite (so you put half the sprite's width and height for X and Y, in negative because you're starting from a corner), and when you add the attachment to the parent, you can define "parent offset", which places the object relative to the parent's origin.
If you want a tail or ears, you can define additional attachments in much the same way the jetpack is, and add them to the object you want with AddAttachable. Make sure to assign proper materials to the attachments, and don't forget you can also make them animated.
If you want a similar-looking jetpack, you'll need custom pusher particles instead of the usual jetpack exhaust, but you can easily define those.
Ask me if you hit a snag anywhere.