Answer: puellae ad forum ambulabant
"The girls" - The word for girl is puella, genitive singular puellae, which means puella is 1st declension. "the girls" is in the nominative case, so we need the nominative plural ending for the 1st declension: -ae. Therefore "puellae".
"were walking" - To say "were walking" in Latin, you use the imperfect tense, because the action was happening over a period of time, not just as a one off completed action. The verb 'walk' is 'ambulo', infinitive 'ambulare'. "girls" is plural, and in the 3rd person active (we're not talking about 'I' or 'you', but rather 'they' or 'someone else'). The imperfect active ending in the 3rd person plural is -bant. Therefore "ambulabant".
"to the forum" - We can translate "to" as "ad" when "to" can also mean 'towards'. "ad" takes the accusative case, and since "forum" (in Latin also "forum") is a neuter noun, the endings are the same for the nominative as they are for the accusative (and vocative, actually!). Therefore "ad forum".
If we now put the sentence together, we get "puellae ad forum ambulabant". [N.B: Normally the verb ('doing word') goes at the end of the sentence or clause, like here.]