First, I'd like to say it's a great question.
~서 means : by ~
걸어서: by walk (on foot, in smooth English)
차를 타고: by car
Actually, there's "서" which is omitted in the sentence. The original form is "차를 타고(서 )".
However, for so many years, "some transportation + 타고 (ride something)" has been used a lot and became a standard form. So, we use "차를 타고", but the meaning is the same as "차를 타고서."
Whey you see this kind of grammatical variance, please don't stick too much. It's not something you can catch up within few days. Although you may not be able to get all the grammars, there's no problem to communicate. Just try to get used to it and use Korean more.
Hope it helps :)