I’m from Russia too. Whoever taught you English never told you about inversion (probably because it is not taught until the student reaches the advanced level). Inversion is widely used for emphasis in sentences starting with “Never”, “Not only”, “No sooner”, “Neither”, “Nor”, “Little”, “Few”, “Hardly” and “Seldom”. E.g. “Little does he know about English grammar”.
Because "he" is the past tense of the first-person conjugation of Haber, so it implies "I" - if they had said "ha caminado" then it would have implied he/she/it has walked. It might have helped if DL had given a little rundown on this construction before the lessons lesson quizes started, but such is DL. This is a pretty good rundown: http://www.studyspanish.com/lessons/presperfect.htm
Please excuse me for adding an outside opinion. I am Canadian, and proper English grammar is a hobby of mine. I think what everyone is overlooking is that the sentence forms and structures that do or do not sound "right" or "natural" almost always will depend on the English we are accustomed to hearing. Mr. Smith, my English Grammar instructor from back in the Stone Age, would have said this: "I never have walked to your house." is correct. "Never have I walked to your house." also is correct, but less common, and a technically weaker structure. "I have never walked to your house." also is acceptable, but an even weaker structure. He probably would have gone on to say that it is acceptable only due to the pressure of the multitudes who habitually abuse the language, but it was at about that part of the lecture that I usually started to feel distracted, or perhaps snore very lightly. But he wasn't wrong.