How detect when player moving?

I want a script that detects if character moving. How to do?

You can connect to Humanoid.Running event. It's fired whenever you start or stop walking. The argument it passes is the speed. If you're not walking, the value will be 0. Note that it may and probably will fire multiple times at once.

If you want another way, you can check the player's torso's velocity to determine if they are moving or not.