Walking the Stations of the Cross is something I try to do weekly, but when I am alone in the church with Jesus. It serves to remind me that as I walk with Him, He also always walks with me. Personally, I need this as a way to remember that I am never alone. (It was suggested to me by a priest.) I also use it to remind myself that 3 of the Stations are Christ falling, and, more importantly, that after each fall, He got back up to continue His journey, which is ultimately our journey. We all have our crosses to bear. It reminds me, too, of His great love and sacrifice for us all, and, at Christmas, why He was sent to us.
I actually walk from Station to Station. If others are in the church, I am not sure I would feel as comfortable doing this, though. Penance, however, is not about comfort. I think the prayerful and spiritual walk is most important, and that your priest would consider your penance accomplished either way. But, this is one opinion. If you really are still concerned, I would ask the priest what he expected. During Lent, in our churches, only the priest walks the Stations. We remain in the pews. I like making it a personal devotion and walk, though. I don’t know if this helps answer your question or adds to your confusion!
It sounds to me, though, that you have already begun your Walk, either way.