Unless you want the lion to look like a… well a bad animation, just rotating paws won’t get you anywhere.
Sometimes you can get away with this when there’s small wiggly feet like on a dachshund, but a lion ?
You need to set up each limb as several layers with inverse kinematics, in the lion’s case, the motion of the paw is also more articulated than say a man’s foot.
IK will make it easier so you only have to animate the position of hip and feet.
This is still not trivial (the expressions are no problem, it’s the actual keyframing that’s a craft)
Luckily Eadward Muybridge Analyzed about anything that ever moved, and you can find a Lion walkcycle in one of his books, that is now in the public domain, I got this image via archive.org.
One good trick when you’re animating any walkcycle: as soon as any foot hits the ground, they should move ‘backward’ at a constant speed: that’s the speed your character is actually walking.
See, at those points the feet are actually stationary, unless MJ is doing the moonwalk.
So I usually animate a stationary walkcycle, and the speed at which the feet move backwards is the inverse of how fast I need the character to move.