Шёл (past of идти) would mean "I was walking/going...." with the action viewed as in progress. It's often used in the sense of "I was on my way...", or when describing the action itself is more important than a destination (мы шли медленно = we were walking slowly). There's more on using unidirectional verbs in the past in this video: https://youtu.be/fZk84UNRNFk
про- here gives the sense of 'going/covering a certain distance.' In other contexts it can mean going past or through something.
Directional prefixes are a Big Topic, but there's a basic introduction (based on при-, 'arriving,' but mentioning other ones too) in this video: https://youtu.be/zBH6TT1p3sk?t=176 (the link starts about 3 minutes in for the general explanation).
What dialect do you speak? I've never heard it used that way and haven't found it in a quick corpus search either (using kilometers and miles to make sure; both with an array of numbers. miles yielded at least 2 or 3 results, but not very idiomatic and pertaining to cars and not used in this sort of context)
Why? Russians tend to overuse "walk" to translate forms of ходить/идти, where an English speaker would typically just use "go." Unless the actual walking is a really significant part of the statement, it's odd to be so specific about it in English. In this situation it could be significant, because that's a long distance to walk, but it doesn't necessarily HAVE to be significant.