If you have more directions than the 4 cardinal directions, then I'd suggest using Joystick Analog. The Joystick Controlled behavior only works with the 4 cardinal directions. Joystick Analog outputs angle, and based on that angle, you can play a different walking animation.
For example, let's say you have 8 different angles (4 cardinal, and 4 diagonal) - you would divide the angle by 8 and round it. You get a number ranging from 0 to 7, each number corresponding to a direction. 0 is up, 1 is up and right, 2 is right, and so on... You can use If to check which angle it is and play a different walking animation.
H