How do i create different animation sets for a character to later export into UDK ?

i’m working on a custom enemy character right now, i’ve rigged him and i’ve just made a simple walk animation.
i want to make several animations for him. one where he attacks, one where he reacts to being attacked, walking, jumping etc.
i’m a super beginner though, i’ve figured out the basics of animating and i have the walk fnished, but how would i go about saving each animation to the character, and then be able to export that character into UDK ?
thanks so much to anyone who is willing to help!