As I said too, download
Zsnes emulator, load and launch the game.
Play with it a little, get a save point, etc.
Now :
1- While you can run, hit escape to go to the Emulator menu, select the Cheat menu, select search, and select "start" (or something like that, saying that you want to start the search engine with current values).
2- back to the game, continue to play a little, try to go everywhere, in house, in field, in caves, etc.
3- for each place you visit, hit escape to go back to emulator menu.
In the cheat engine select "comparative" and now is the important part :
If you can run : select "=" or "same" (stating that you currently are in a state identical to the beginning of your search)
if you can't run(while in battle) : select "=/=" or "different" (stating that the current value is different to the one placed in memory when you started the search engine)
Continue doing all those search, the emulator will compare each memory value everytime you select identical or different and will show you a list of possible memory address you can change and "freeze".
For example 7F051001
Go to cheat menu, select "Add" and type this code (memory address), with ending digit with 00, 01 or 02 etc.
each value may mean something different, 00 could be for running, 01 for walking.
or 32 for running, 2B for walking etc.
You should try to start with something easier like Infinite HP, so you get used to the cheat searching engine.
in digit search, type the current HP value instead of "same/different" search type.
Edit:
I don't remember if the "compared" value is always compared with the first starting value, or if it's with the previous state.
just try yourself to find the correct way of using the search engine