The "future simple" tense is used when one wants to describe an action that will take place sometime in the future. In English, we use "will" or "shall" + a main verb, for eg: I will go for a walk. In French, we do not use any auxiliary. We simply add the appropriate ending (ai, as, a, ons, ez, ont) to the infinitive of the verb, for eg: Je me promènerai.
The "futur proche" tense is used to describe an action that will happen in the near future. In English, we use the verb "to be" in the present tense + the present continuous form of "to go" + the main verb, for eg: I am going to go for a walk. In French, it is quite similar. We use the verb "to go" ("aller") in its present form, and the main verb in its infinitive form, for eg: Je vais aller me promener.