It seems 2 answer could be correct

Question

It seems that you could use marcher or aller à pied for "you are supposed to walk in the sidewalk", depending on the context.

You are supposed to walk ( as opposed to not ride your bike/roller skate/ etc) could take "aller à pied"...it seems to me.

Accepted Answer

Hi Suzanne, 
It all depends on context, but it made me think of the sign on public lawns in France -
Ne pas marcher sur les pelouses = Keep off the lawns
'Aller à pied' is a mode of transport and you wouldn't use it for walking on a pavement for instance, but to describe how you would get somewhere - on foot.
'Marcher' is the physical activity of putting one foot in front of the other.
Hope this helps!

Answer

I don't think aller à pied works for walking on the sidewalk. It means to "go on foot", and you wouldn't say in English "I go on foot on the sidewalk" either. Logically you are correct, but a language doesn't always follow logic.

Answer

Aller à pied is always used in reference to getting to a destination , as noted above. No destination in the question. It really does translate better as  'to go by/on foot', as we might say 'go by car' etc and not as a general term for a walk or walking.