Did you make sure the Export Animation property in the Blender exporter is enabled? In the picture below I have highlighted the two options you'll want to make sure are enabled if you want to export animations:

Once that is enabled you'll probably want to also enable All Actions so all animations are exported. Without All Actions enabled, only the animation selected will be exported. Once the Export Animation and All Actions properties are enabled, then the animations should be exported in the .dae file and then you should be able to use and play the animations in Godot.
You'll also want to make sure you have NOT enabled Apply Modifiers, as that will apply the armature modifier and then the animations cannot be exported.
Hopefully this helps :smile: