I don't intend to divert this thread to a discussion on meditation, but I think it useful to use as an example because in essence it's identical. So I'm sitting and attending sensations of breath. My awareness wanders and latches onto something else. Thinking, an emotion, a sound, whatever. The trick is to simply note it without criticism or judgment and gently shift awareness back to the breath. However many times it occurs. That is all.

Now let's apply that to something like mindfulness of walking. I might attend the sensation of my leg muscles throughout my stride, or the sound of my feet hitting the ground, or how my arms sway in rhythm with my stride, or how the breeze or sun feels on my face, or some scent that comes to my nose, or some combination simultaneously. Sensation(s) directly connected to my walk. The here and now of what I'm doing. If my attention is pulled away I simply do exactly what I do while meditating. Note it without criticism or judgment and gently shift awareness back to attending walking.

Just like in sitting practice, it feels like a lot of effort in the beginning, however repetition and time familiarizes the mind with the territory. By the way, awareness has no thought process. Thoughts move into and out of awareness. Thoughts are filters. Try not to overthink it. Do it. Feel it. Become familiar with it. It's a process. It's a journey. Don't worry about the destination.