One would use "to take a walk" to emphasize that one is walking for walking's sake, roughly speaking. For example, "I've got some free time, so I'm taking a walk around on the beach."

One would use "to walk" in contexts where one is *merely* describing the action. For example, "I'm walking home."

"I'm taking a walk on the beach" suggests the speaker is walking voluntarily and for fun. "I'm walking on the beach", on the other hand, is merely a description of the physical act of walking on a beach, with no other connotations.