I may be wrong but I dont think so. The commands I believe are that if an enemy is to shoot then he has to go to stand or freeze first.
It might be posisible if you were to attempt to do this by writing your own script and additionally it may also be necessary to add new further animation sets to be added to characters. e.g. run shoot, straffe shoot. I dont believe the enemies could carry out two separate animations sets all at once so they would be need be combined animations sets. The exception is that an enemy can for example idle, walk or move and also call the rotatehead command which is kinda doing two things at once.
Further to this I am not sure that theres any other way as I dont believe that the engine could accommodate what you are asking.
Getting characters in any engine to carry out multiple behaviours and associated animations sets all at once is no easy task - they are after all not quite as dextrous as us humans.
I have used and do use engines where such multiple behaviours such as run shoot are possible and it may be possible in FPSC now or in the future. If now then someone just has to do it by doing the biz.
Perhaps a DBPro expert could say if its possible in that arena or anyone indeed know if its possible definatively using FPSC and the default animation sets?