I was confused about this also. I'm just learning Polish but what I've figured out is
Oni chodzą = they walk (this is something they do often, but maybe not right at this moment)
Oni idą = they are walking. (they are in doing this now)
If I am wrong, will a native speaker please correct me?
As well as that, I have found that iść is continuous. An example would be walking or going to school: idę do szkołę. However you would not use the same verb if you were going to go on a 10 km hike that you were not planning to do again.