To be more precise we should see the expression in context. However in general “aller au pas” is a French expression for obeying orders. Another meaning for example when talking about someone driving could potentially be to be “moving at the speed of someone walking”.

Rather than specifically “to walk”, “aller au pas” refers to a speed of walk. It can be understood as the relaxed, slow speed that you take when you are not in a rush.

It mainly refers to the speed of a walking horse:

Au pas, au trot, au galop… Ce cheval obéit au doigt et à l’œil !

Actually, this gave a more modern version… With cars!

Dans un parking, nous devons rouler au pas et rester en première vitesse.

And it can also refer to the military vocabulary:

Pendant le défilé, les soldats marchent au pas (cadencé).

And much more.

Edit: as Jonathan said in his answer, “au pas” can also refer to a form of submission. Honestly, this word is used for so many things that it would deserve a full article.