using book Game Dev with Unity, fbx file not animating.

I got this book "Game Development with Unity" by Michelle Menard. I like it so far but switched to Unity4, I knew this was stupid stupid since the book is on Unity3 but I figured what the heck. So it all came apart in Chapter 7. There is a fbx file, with this it has an Animation Clip in it that the book shows you how to split the animations on for import. Unity4 does not seem to have this...but I found a spot where I could create a clip, give it a name and specify the key frames from and to in it. I also couldnt find the wrapmode to set to loop as thats not in the inspector that I found. A few other things, I got the little animation preview working and split that main animation loop out, but in my scene it does nothing. I created a new object, which now apparently creates an animator component, I remove this and add an Animation component on the widget i have, and add the 9 different animations and specify which one to start with... but playing the scene nothing happens. Now if I goto the animation window, it shows the clips I split out, says they are read only and selecting a clip has like nothing in it at all... not sure why this is if that original clip i split out into 9 and it seemed to work...so i guess I am just lost as to how that part of the book translates to the new unity4:

Animation wrap mode and Split Animations

where are these in unity4?