GMax/Max typically, yes. I'm not sure if Blender can handle animations yet. Depending on your preference, you might be able to get away with doing it just via editing ASCII models in a text editor.
However, if you are talking about Canderous that introduces a wrinkle, because he is a large body size, which means animation scaling is required. So what you'll actually want to do is create a new intermediary supermodel with just the animation you want. Then you'd point the P_CandBB model to that as its supermodel instead of S_Female02. Your intermediary supermodel would, in turn, point to S_Female02 as its supermodel.