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Walk on the sidewalk.
Literal
Sidewalk [path-を] walk (polite command).
Two pieces. (1) 歩道を歩く uses を to mark the path of motion — the surface being walked along, not a direct object. This pattern is specific to verbs of motion: 道を歩く, 公園を散歩する, 橋を渡る. (2) ~なさい is a polite but firm imperative, common from parents, teachers, or signs — softer than the blunt ~ろ/~え form but still clearly commanding.