Baking/Looping a walk cycle

Excuse my extreme noobiness, I learning blender slowly but surely! I got hold of a lego character and built a simple rig. I’ve animated a rough walk cycle but I don’t know how to create a “loop” of this short cycle to use as I’m moving my character around a scene. I’m sure I read a tutorial on how to do this once but I can’t seem to find it now. I know it’s possible to bake an animation for use in the BGE (though I don’t know how), so I’m assuming it’s possible to do something similar for animations, do I have to use the NLA editor? I’m looking for step by step advice here, assume I know nothing and work from there. I’ve currently got a 50 frame animation and I want to use frames 15 to 35 as my 2 stride cycle. Help.