A mindful walk is a mindfulness exercise where, while walking, you try to be mindful of the sensations you experience as much as you can.
This means that while walking, you would try to focus on each step, how it feels when your foot hits the ground, at what speed it hits it and at what force.
It means being aware of the speed at which you are walking, your pace, your breathing, and other bodily sensations.
It also means being aware of your surroundings while you are walking. This includes the terrain you are walking on, the smell in the air, the sounds surrounding you, the wind and how it hits your face, and any other external sensations you experience.
This may sound like a lot to focus on at once, and it is and can be overwhelming, which is why you should begin by focusing on just one of those elements. Try walking and paying extra attention to how quickly your feet hit the ground. After that, also pay attention to how it feels when your heel hits the ground.
Slowly, as you practice, you will be able to focus on each thing for longer and more intensely, and to even focus on multiple things at once.