You can do this in a group or by yourself. If you do participate with a group, you just need to remember not to have a conversation with anyone. This is not the time to build community or relationships; it is a time to be fully present as you observe your walk.
If you have your cell phone with you, put it on airplane mode or silent, so that it does not disturb you. Also, it will be more helpful to choose a place in nature. Walking on crowded city streets requires you to pay attention to traffic and other people around you, which will prevent you from achieving a mindful state.
If you have a designated path to take that will set the beginning and end of your mediation that is good. Otherwise, do set a timer on your phone or find some other way to officially end your walk.
Now, the process: walk. Put one foot in front of the other and pay attention to what is going on around you. To the sound of each foot hitting the ground, to the sensation of it making contact. Be aware of what’s going on inside your body, your breath, and the way the motion feels. Listen to the sounds of nature and observe through your eyes all without judgement, without thinking something is good, bad, or indifferent. Just notice it. Let it come into and out of your awareness.
When any thoughts come in, notice them too, then let them go.