make a consistent sprite

Same sprite but walking forward, backward, side, jumping, striking, etc. The same sprite but with the actions.

How do I do this?

I'm not sure what you're asking. Are you trying to add animations to your sprite? If so, double click on the sprite and you can add animation frames in the image editor.

I know how the program works and how to make an animation.

This is more of an artistic question, not a technical question.

I can animate a figure running, but it didn't look that great. Looked out of proportion from the side view.

Have a look at spritter.