Perhaps you use the auto activity start, and it failed detecting the walks. Start the walk activity logging manually. Check whether there are some Walk activities listed on the screen Activities. Or check how many walking activities there are, and their total distance, in the Reports section at https://connect.garmin.com/modern/progress-summary
For the challenge, the walks have to be logged as so-called Activities, and are then accessible in Garmin Connect, in the list of all your activities. If they are not logged, because your watch did not detect that you were walking, it will not add any miles to the challenge. That's why I am advising to look at the report. It can tell us whether the activities were really not logged, or whether there is another problem. If if is all an unknow terrain for you, you may prefer calling the Support, and they will walk you through all the necessary steps.