'Make a walk' is wrong.
'Do a walk' might be possible in some highly specific circumstances. It is not possible to say it in a general sense to mean 'to go for a walk.'
However, if someone adopts a manner of walking which is different from the way they normally walk, you might say that they are 'doing a funny walk.' And if someone is doing a sponsored walk for charity for example, you might say they are 'doing a walk for charity.' As you can see these are quite specialised situations.