"Alipokuja tulikwenda sokoni"
Translation:When he came, we went to the market
Both are possible. Kwenda is a bit unusual. It can either keep the "kw" in all situations where the ku is present in monosyllabic verbs, or it can drop it and be like a normal verb. A lot of sources say only the first is "correct" Swahili, but both are common ... and both are used in this course ... quite inconsistently (surprise!!).