Starting at the Puerta de Almocabar, the walk takes you through the San Francisco neighbourhood, a pleasant area with a lovely local atmosphere. After this the walk itself will start properly with a signpost pointing you in the direction of the walk along the Carril Virgen de la Cabeza. The walk takes you through a trail with olive groves on either side and to your right you will see panoramic views of the city skyline, with the Puente Nuevo gradually revealing itself as the walk progresses. Other points of interest are the ruins of Villa Apolo that you'll pass on your right, an impressive ruin that also has a tower on the same lands that offers incredible views over Ronda. When you get to the church, the opening times to vary so it's not always possible to go inside, but it's worth taking the trip itself to enjoy the scenery along the way.
See the full map here.