I've not seen the tutorial but, assuming that your characters walk cycle is moved forward by the Master Control, this should work...
Select the Master Control Curve then go to Edit/Select Heirarchy, this will select all of the controls on your character.
Open up the graph editor (Window/Animation Editors/Graph Editor) and under the View tab select infinity. This will show what happens to your animation curves after your set keyframes, they should be flat. You need to go to the curves tab and select Post Infinity/Cycle. The keyframes will now repeat ad infinitum.
Now select the Master Control of your character again and in the Graph Editor curves menu choose Post Infinity/Cycle With Offset. This will make the master control repeat the actions dictated by your keyframes but rather than go back to it's starting position it will continue forward.
That is a very brief guide but I hope it helps, you will probably need to smooth out the cycled curves in the graph editor so that they run smoothly.
Take it easy,