As weedkiller said above, the g3d import\export script hasn't got export yet. You have to use the xml-g3d exporter and glexemel.
You have to rig (a rig is basically a manipulatable skeleton) the model (the rig is called an armature.)to animate it.
To rig the model, you have to create the armature. First, press space. It'll bring up a menu. Go into add, and then (hopefully (I'm doing this from memory))press armature. Then, position the bone that appears where the bottom backbone should be (I usually use wireframe mode to position the bones, because the bones manipulate vertices on the model, and you don't want it to mess up the model during the animation). To add on bones, select one end of the bone (a little ball on whichever end of the bone you want another bone sticking off of)and press e, and move the mouse to position the end of the new bone. Then left-click.
Edit: Oops! I didn't even finish it!
Name the bones (by selecting them and in the editing panel on the bottom, and in a little text box a bit to the right, write the name of the bone. Do that on all of them.
To make the armature manipulate the mesh, select the armature (preferably in object mode (hope you know how to switch modes...))and THEN select the mesh (you HAVE to do it in this order.) and then press Ctrl + P and then press armature in the menu that comes up. Then it'll bring up another menu (lots of menus in blender, eh?). In it, press create groups. Then select the model, and go into edit mode. Select the vertices that you want one of the bones to move. Then on the left in the editing panel, bring up the menu on the vertex groups section of link and materials. In it, select the name of the bone that you want to modify the part of the mesh with. then click assign. Do that on the rest of the mesh. To make sure that you made all of the vertices move when you move the bones, select the bones (in object mode, of course)and move them around a bit (a bit in this case means far enough that it will reveal any unmoving vertices). If a vertice is hanging behind, find out which one it is. Then find a bone to move it, and add it to it's vertex group.
Now, for animation! (YAY! I love this part!
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I use the nla editor for animation. (Get it up by splitting the 3d view in half (right-click on the separator thing and click split view. (You can drag around the "separators" with the mouse.)
To add an animation key, (in the nla editor they're marked by diamonds)click i, (only the selected bones get marked with the properties)and it'll bring up a menu. I usually use LocRotScale (saves Location, Rotation, and Scaling)
To move around in the frames of the animation, use the arrow keys.
And remember, you don't have to make every frame. Blender makes in-between frames on it's own (though sometimes they're unsatisfactory, in which case you should make a frame there (i.e. if your character has shifting feet in the animation (which happens a TON). ). ).
I hope this helps. And sorry about all the parentheses. I'm no good at writing tutorials.
~Zaggy