I have the vivosport, but I think the UI is the same - do you not need to change the activity type, as the first one shown is Walking. I guess you click the device key once the "Walking" image is shown, I get Walking, Running, Cycling, Cardio, Strength, Other. Else you can edit the activity later on your phone in the app.
The activity type can be changed in Garmin Connect after it is uploaded. open up the activity on GCM and look in the upper right corner for the overflow menu. the top thing says Edit Activity. Select it and then select what kind of activity it really was.