I think the verb for "to walk" is "kutembea" while the verb for "to go" is "kwenda."
The distinction might be similar to the one in English or your native language. You can "go" somewhere without necessarily walking there all the way. I "go" to school, but that doesn't mean I "walk" to school.
Really? I feel like German has even more verbs used for "to go" than we do. Why would they bother to say "zu Fuß gehen" ?
Yes, to go in German is typically "gehen". However, that just means going on foot & can often be translated as "to walk" (Though you can say "zu Fuß gehen"). If you're going somewhere by car, you cannot use "gehen", you have to say "fahren". So German doesn't really have a generic "to go" verb.