I'm not a native speaker either, but I think there is a difference.
Walking is the process of moving on foot. You walk to the supermarket or to work. You walk through the park or though the city.
Hiking is the recreational activity. It's usually done in nature, such as in the forest or in the mountains. It can also be done in a city, but that's unusual. my parents once walked 25 km through Paris on a single day; that probably classifies as hiking.
I'd say hiking is a subset of walking. All hiking is walking, but not all walking is hiking.
I live in a town that has some steep slopes and some footpaths are actually quite stony trails. My wife (not a native speaker) might complain (particularly in winter) that here, getting by in the city is not walking, but hiking.