No, the boy walks from here. That is where he is starting from. http://dictionary.reverso.net/portuguese-english/embora/forced
What about "O menino caminha de longe", since "para" is "to" not "from"? No, sorry, that is "The boy walks from far away.", so yours is closer "The boy walks to far away."
I think "embora" is closer to the English meaning. "The boy goes away." http://dictionary.reverso.net/portuguese-english/%20longe http://dictionary.reverso.net/portuguese-english/embora/forced
The program only has a limited amount of synonyms for any given word, as used in each sentence. I'm also not sure that "advances" is the best translation for caminha. Wiktionary lists only "walk" for caminhar
and I don't think "walk" and "advance" are completely synonymous.
The key is not to get discouraged when you miss something based on phrasing. It's the Portuguese that's important.