The dynamics of a multimode quantum cascade laser, are studied in a model based on effective semiconductor Maxwell-Bloch equations, encompassing key features for the radiation-medium interaction such as an asymmetric frequency dependent gain and refractive index as well as the phase-amplitude coupling provided by the linewidth enhancement factor. By considering its role and that of the free spectral range, we find the conditions in which the traveling wave emitted by the laser at the threshold can be destabilized by adjacent modes, thus leading the laser emission towards chaotic or regular multimode dynamics. In the latter case our simulations show that the field oscillations are associated to self-confined structures which travel along the laser cavity, bridging mode-locking and solitary wave propagation. In addition, we show how a RF modulation of the bias current leads to active mode-locking yielding high-contrast, picosecond pulses. Our results compare well with recent experiments on broad-band THz-QCLs and may help in the understanding of the conditions for the generation of ultrashort pulses and comb operation in mid-IR and THz spectral regions.