-고 attaches what you do first or what you are carrying, and 걸어가다 is going on foot: 여기 세워 놓고 걸어가도 되겠다 'we could park here and walk', 무거운 짐을 들고 걸어가고 계셔서 'walking along carrying a heavy load'. The choice of this verb is often the point — 안 뛰어가고 걸어가니까, walking rather than running.