armature_example.blend (1.58 MB)
from a simple static armature by adding locrot keyframes (to the pose bones?) for every frame using a script executed with an always sensor.
For each frame I have all the positions and rotations for every single bone, how do I store this info as keyframes?
You may want to look at the BVH Importer that comes with Blender. It creates an animated armature from imported data. If you are running this from the GAME engine why not just turn on record animation and be done with it? Press P Key then ESC and you would have your f-curves.