I'll assume you're using Torque DTS Plus Exporter, and if not I suggest doing so.
Export > Torque DTS Plus Exporter > (Above "Create Bounds" Button > Above Copy Textures) Export Animations
Make sure this button is checked! By default it generally is.
In order for it to recognize the animation, you must manually add it yourself.
There is a section called "Sequences" in the middle of this menu, on the right-side there are the "Add" "Edit" and "Remove" buttons. Obviously you click Add.
A new menu will pop up called "Edit Sequence".
First you set the name (this is the name for the sequence, and will be used in the State system part of a script, under "stateSequence[numberhere] = "nameHere";")
Next you will set where the animation takes place. Let's say you made the animation from frame 1 to frame 10, set First Frame to 1, Last Frame to 10.
If it is a looping-type animation, enable the Cycle button.
After that, click Done. You're finished, repeat for any other animations.
(Do note: If you create two animations, from two different joints, in this same frame-timeline, both animations will play simultaneously when calling this sequence in the script (regardless of the name). Make sure you separate your animations, unless otherwise intended!)
Edit: If needed, I'll make a step-by-step gig with photos.
