I am new in Connect IQ and not sure those Connect IQ have built-in functionality to open a model for running activity (to start measuring running or walking activity) or I need to build it?
In general, you would have to build your application (watchface, activity,...) for a particular (set of) Garmin devices yourself.
However, the SDK contains a lot of (not bad) examples where you will find skeletons of actual (small) applications, for instance one example is "Activity Tracking".
You would then simply compile this application, observe its behavior, and gradually add your own functionality to it until you have what you intended to develop.
In general, you would have to build your application (watchface, activity,...) for a particular (set of) Garmin devices yourself.
However, the SDK contains a lot of (not bad) examples where you will find skeletons of actual (small) applications, for instance one example is "Activity Tracking".
You would then simply compile this application, observe its behavior, and gradually add your own functionality to it until you have what you intended to develop.