Yes, that means no phone, no headphones, just you and your brain enjoying a walk. Let your mind wonder and be free.
Some Zen teachers think that it is impossible to meditate while walking as it keeps the mind moving rather than still. These are the folks that go against any kind of seasoning in food for the same reason. I always thought that was a very restrictive way to box in and needlessly constrain what meditation can be. If it works for you, great but don't sell it as the only path. That is the thing with a lot of folks, to try and overly define 'the only way', the smarter ones know there is a thousand paths to the top of the mountain.
Thích Nhất Hạnh used to swear by walking meditation, others would scoff at that. Each to their own.
'There is a thousand paths to the top of the mountain, the view is the same for all at the peak'