Grimrock

In recent versions of Blender you record animations using the default time-line, and/or as actions. Static objects like levers, buttons, and ~generally anything that moves, but does not deform, can simply be keyframed and exported as X, Collada, or FBX; [fbx is currently the easiest IMO, as John's GrimFBX automatically generates game ready asset files from the FBX model].

Record animations in Blender, and export them [ideally as FBX, and you can simply drag & drop the FBX on to the GrimFBX executable, and get a .model and .animation files].
For buttons and levers and trap doors, I find it best to load a bit of the surroundings [mesh models from the game], record the movement by keyframing object positions. Tweak the animation until you are happy with it, then export it. If a button, copy the definition of the button, give it a new name, and swap out the paths to your model and animation.

Dynamic objects like creatures, [additionally] use a skeleton to deform the mesh. You must attach (and animate) the skeleton to your model. To make a monster, pick the one closest to your idea from the game's creatures. Copy or clone the definition, make any statistical changes you need, and replace the model and all of the animations referenced with your own versions of the same actions recorded for your custom creature. [Walk for walk, hit for hit, turn for turn; make one for each animation in the definition.]

Test the animation or monster in game. At this stage they can work, but they cannot damage the party just yet (there is more to do). Next step (and important), you must define an animation event list for your monster. The easiest way is to load up the animation_events.lua file from the game [in the asset pack]; find the section for the monster you based yours on. read it, and see how it lists events by frame number. You need to step through your animations (in Blender) and change the frame numbers (in your definition) to match the events as they exist in your animations. If your monster's foot hits the ground on frame 14 and 26, then use those for your footstep events. If their weapon looks like it hits on frame 19, that's what you use for the attack event. This allows for the sound effects, and scoring damaging hits on the party; your monsters will never hit anyone without this defined.