My puppy Winston did the same thing forever when I first got him! The more he got used to going on walks and the areas he had to sniff the more relaxed he got and eventually went potty on our walks. I want to say it took us at least a month. He still generally saves number 2 for my yard but he at least goes pee. Just give her time to get used to her new surroundings and she will probably start cooperating on your walks