"We are walking down the street."
Translation:Wir spazieren durch die Straße.
And in many ways, durch does mean through. The problem is that it's a preposition. In both languages, we use different prepositions with different verbs making them not work perfectly with one translated option. Take "über" for example, in English it translates to above, about etc.
Duolingo accepts the alternative translation: "Wir gehen die Straße entlang".
"Wir spazieren" without a description of the kind of motion is no good German. "Spazieren" is only applied with an additional verb of motion: "Wir gehen spazieren/Wir fahren spazieren/Wir reiten spazieren... and so on, as the Duden says. "Spazieren" alone means a slow kind of motion and is rarely used.
I learned entlang as an accusative preposition - with ohne, durch, für, um, gegen. However wiki shows it as two-way and some sources even suggest that it can be used genitive(ly) :-). If you go "ins Café", ins Kino, why wouldn't you "gehen entlang die Straße"....unless it has to be genitive - then I understand "entlang der Straße". Jemand hilft mir bitte :-)
I should have just done it correctly and then I wouldn't be so confused "Wir gehen die Straße entlang". Duh, entlang is accusative when it is properly positioned (at the end). Wir gehen entlang... would require the feminine genitive - der, which also happened to the feminine dative (this goes for plurals too). Maybe that's why some Germans just forget about genitive and use dative :-)