“Je viens de” translates “I come from” so “I just came from” would be better translated by “j’arrive juste de“, “je viens juste d’arriver/de revenir de“, or “je reviens juste de” and similar expressions.

They are valid whatever the method used (by feet, car or whatever).

So, here is a possible idiomatic translation (which assumes you came back from the museum to your current location):

Je viens juste de revenir du musée à pied.