That sounds a bit odd in English. Typically they say things like Don't walk on the lawn which means 'do not walk around on it' OR Don't go on the road where 'go' means 'start walking [in a certain direction]' or something like that.
Also, go is used to mean 'pee', but we don't use gå that way in Swedish.

This sentence isn't great in either language though and it will be removed from the course. More natural ways of putting it would be with other verbs, like trampa or kliv in Swedish and step in English.