You should never walk with hand or ankle weights as it will put too much stress on your joints and the risks are greater than the benefits.
If you want to progress in your walking program, walk faster, walk up a hill, do a combination of walking and jogging intervals, increase your distance or time, etc. You should do your weight training exercises separate from your cardiovascular exercises.
Check with your Wellness Coach for a complete cardio, weight training and stretching program.