How do I make a custom animation for walking, swimming, etc. in my game?

You can just make your own AnimationScript. All you have to do is check for changes in the character's humanoid then play the appropriate animation.

-- StarterCharacterScripts-->AnimateScript
local char = script.Parent
local hum = char:WaitForChild("Humanoid")

local runService = game:GetService("RunService")

local anims = char.Animations       --Replace with wherever animations are stored
local function animateCharacter()
    if hum.Health <=0 then
        runService:UnbindFromRenderStep("animateCharacter")
    else
        if hum.MoveDirection.magnitude > 0 then
            local cur = hum:LoadAnimation(anims.WalkAnimation)
            cur:Play()
            wait(cur.Length)    --Replace with animations length
        end
    end
end

runService:BindToRenderStep("animateCharacter",0,animateCharacter)

or just play the respective animation for

I find out the problem, i would explain but this link does it better.

https://scriptinghelpers.org/questions/35035/surface-gui-cant-be-clicked

I am going to assume you're 100% certain that your script is correct, make sure that you're using the compatible model type for your animation. You said "Animate" without displaying any code, so I'm guessing you're using the basic Animation Handler, so make sure you're using the correct one (R15 or R6) , if you are then send some of your code.

However, I would recommend using your own code:

local animTrack = Humanoid:LoadAnimation(animation)
animTrack:Play()