"If he walks, I walk."
Translation:Se ele caminhar, eu caminho.
"Caminhar" is moving with your legs only.
"Andar" is more generic. When used with the sense of moving, it can be used with any type of locomotion. "Eu ando de trem." Andar can also mean a continuous state of being "Eu ando triste esses dias./ I've being sad these days."
Both are used a lot, it really depends on what you want to say.