So I know that ils iront means they will go but I can't seem to get why iront au pas mean they will walk. I'll appreciate your help greatly!
Rather than specifically "to walk", "aller au pas" refers to a speed of walk. It can be understood as the relaxed, slow speed that you take when you are not in a rush.
It mainly refers to the speed of a walking horse:
Au pas, au trot, au galop... Ce cheval obéit au doigt et à l’œil !
Actually, this gave a more modern version... With cars!
Dans un parking, nous devons rouler au pas et rester en première vitesse.
And it can also refer to the military vocabulary:
Pendant le défilé, les soldats marchent au pas (cadencé).
Edit: as Jonathan said in his answer, "au pas" can also refer to a form of submission. Honestly, this word is used for so many things that it would deserve a full article.