When footsteps are created, they are inactive. To make the biped move through the footsteps, you must activate them by clicking Create Keys for Inactive Footsteps on the Footstep Operations rollout.
When you activate footsteps, keys are created for the biped's legs and feet, causing the biped to step through the footsteps. In addition, keys are created for the spine, arms, hips, and tail (if the biped has one) to make the biped move naturally through the footsteps. Keys are not created for the head, ponytails or props.
When keys are created for footsteps, a generic type of motion is generated for the biped's body based on footstep placement and timing. This movement is intended as a starting point for your own animation, not as a final setup.
There are times when it is appropriate to deactivate footsteps, make changes, and activate footsteps again. See Deactivating Footsteps.