It looks like the futur proche, but in fact it's not. Sometimes the combination of aller + infinitive just means, literally, to "go and do something" or "go to do something". 

In this case it means "go for a walk" and it's in the present tense.

Bonjour Laura,

The lady is describing their visit to Paris, then what was planned to happen next.

So there is the present activity (visit within Paris) and then (near future) the planned walk.

This is how I understand the story  --  hope it helps.

Bonne continuation.

Jim