Quote: How to set the animations?
Save animations as separate .dae files. Rename to .dae_anim, then add them to the .ent in the Model Editor.
Quote: I have it rigged in Maya?
Yes, your model needs to be rigged and skinned in Maya.
Quote: I can use the animations of the game default monsters?
No, unless you manage to import them into your Maya file. That could work if you have the same number of joints and they are all named exactly the same as the ones from the original monster. But even then, it will look very strange if your monster has different body proportions.