Walk in front of me.

Literal

I [of-の] front [object-を] walk-[command-なさい].

前を歩く uses を for the path/space traversed while walking — a common use of を with motion verbs to mark the location through which the motion passes. ~なさい is a soft imperative, often used by adults to children or in polite commands. More gentle than the bare imperative form but still directive.