Here are some valuable online resources for those interested in historic, heritage or themed walks in Macau: 

Macau Government Tourism Office sponsors several suggested walking tours around the Historic City Centre area.  Similarly, the Department of Cultural Activities and Recreation sponsor several heritage-based walking tours that take in various areas throughout Macau. These are called the 'Taking a Walk Through the Streets of Macau' series.  

These are a good place to start for those looking for suggested walks in Macau.