As you've probably heard when instructed in walking meditation, we realize eventually that we're not going anywhere. Once we 'get' that, we can settle into being present to the moment in the senses.
There are many techniques: counting steps, naming the movement of 'lifting,' 'moving,' 'placing,' coupling breath with movement, sensing the whole body as it makes it's way through space.
Here's classic form for your viewing pleasure:
[youtube]S9Mfh7rAbtI[/youtube]
(Thanks, Christine.)