Meu joelho dói quando eu caminho muito.

Because joelho is a masculine noun in Portuguese, so the possessive has to match it:

• meu joelho = my knee
• minha perna = my leg

The possessive agrees with the noun’s grammatical gender, not with the speaker’s gender.

Dói comes from the verb doer, which means to hurt / to ache.

In this sentence, joelho is the subject, so the verb is in 3rd person singular:

• Meu joelho dói. = My knee hurts.

It is irregular, so you cannot just treat it like a regular -er verb.

A few useful forms:

• eu doo
• você / ele / ela dói
• nós doemos
• eles doem

Also notice the accent in dói.

A rough English-friendly pronunciation is doy.

The stress is on that one syllable: DÓI.

So:

• dói ≈ doy
• not DO-ee

Not always. Portuguese often allows you to omit the subject pronoun when the verb form already makes the subject clear.

So both are natural:

• quando eu caminho muito
• quando caminho muito

In Brazilian Portuguese, people use subject pronouns more often than in European Portuguese, but leaving out eu here is still very common.

Yes, caminho can be:

• a noun: path / way
• a verb form: I walk from caminhar

Here it is clearly the verb, because it comes after eu:

• eu caminho = I walk

So in this sentence, caminho means walk, not path.

Here muito means a lot or a great deal.

It is modifying the verb caminho, so it is being used as an adverb:

• caminho muito = I walk a lot

As an adverb, muito does not change.

Compare:

• caminho muito = adverb, no change
• muita dor = adjective, agrees with the noun
• muitos quilômetros = adjective, agrees with the noun

Because this sentence expresses a general/habitual situation:

• My knee hurts when I walk a lot.

Portuguese often uses the present tense for this kind of repeated or general truth:

• Meu joelho dói quando eu caminho muito.

If you were talking about a future situation, Portuguese would usually change the verb after quando:

• Meu joelho vai doer quando eu caminhar muito.
• My knee will hurt when I walk a lot.

So:

• quando eu caminho muito = habitual/general
• quando eu caminhar muito = future idea

Yes. In Brazilian Portuguese, andar can also mean to walk, and this would sound very natural:

• Meu joelho dói quando eu ando muito.

There is a slight nuance:

• caminhar sounds a bit more specifically like walking
• andar can mean to walk, but in other contexts it can also mean to move around / go around

In everyday Brazilian Portuguese, ando muito is very common and natural.

Yes. Both are possible, but the nuance is a little different.

• Meu joelho dói can describe a general fact or recurring problem.
• Meu joelho está doendo sounds more like it is hurting right now.

So:

• Meu joelho dói quando eu caminho muito.
  = a habitual pattern

• Meu joelho está doendo.
  = it hurts at this moment

If you want to keep the when I walk a lot idea, dói works very naturally.

Yes. The meaning stays basically the same.

• Meu joelho dói quando eu caminho muito.
• Quando eu caminho muito, meu joelho dói.

The second version puts more emphasis on the condition/time idea first.

When the quando clause comes first, it is normal to use a comma.

In Brazilian Portuguese, possessives can appear with or without the definite article, depending on style, region, and emphasis.

So both are possible:

• Meu joelho dói.
• O meu joelho dói.

But meu joelho dói sounds very natural and straightforward.

Using o meu joelho can sound a bit more emphatic or contrastive in some contexts, like:

• O meu joelho dói, mas o seu não.

So for a neutral sentence, meu joelho is perfectly fine.

Yes. Another very common way is to talk about pain in the knee:

• Sinto dor no joelho quando caminho muito.
• Fico com dor no joelho quando caminho muito.
• Estou com dor no joelho. = I have pain in my knee / My knee hurts

But your original sentence is completely natural:

• Meu joelho dói quando eu caminho muito.

It is simple, correct, and easy to understand.