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I notice that it's different from the other verbs I know that end in -masu. Also I see that take a walk is sanpo o shimasu.
Can someone explain is there a verb for walking, is sanpo the verb and if so then why do I have to use sanpo o shimasu for "take a walk"?
散歩 by itself is just a noun. 散歩（を）します means to "do/take a walk" as you've noted. Adding （を）します is a way to make certain nouns into verbs (ex. 仕事をします→work, 勉強をします→study, etc.) However, the focus is on the leisurely/relaxing activity of taking a walk.
If you are just speaking neutrally of the action of walking, you would use the verb 歩く (歩きます). You can see that the kanji for this verb is also part of 散歩.
So the difference comes down to simple action vs. meaningful activity.
