Learn English – What’s the active voice of this

Passive undergo is pretty rare because the word itself expresses an essentially "passive-ish" meaning. The Direct Object of the verb is typically something which is done to you, not something which you do.

Selected patients underwent an experimental operation to remove the tumor.
The people of Waziristan have undergone many invasions.
Candidates will undergo an examination to determine their fitness for the position.

Nonetheless, there are occasions when undergo is cast in the passive voice. This works exactly like any other passive: the Direct Object, the experience or treatment or whatever you undergo, is recast as the Subject of the sentence, and the verbform is transferred into the passive construction BE + PastParticiple:

The operation was undergone by seven patients, and was successful in five cases.
Many invasions have been undergone by the people of Waziristan.
Examinations for the position will be undergone on April 30th.

This is a cumbersome use, and you will probably not find much occasion for it outside the classroom.

Note that your second example is ungrammatical, because instead of the Direct Object it uses the Subject of the active version as the Subject of the passive version:

^∗ They are undergone such instruction.
^OKSuch instruction is undergone by them.

^∗ _{marks an utterance as ungrammatical}

An intransitive verb like walk cannot sustain ordinary passivization because it has no Object which can be cast as the Subject of a passive clause.

However: if the active utterance contains a preposition phrase as predicative complement, the object of the preposition can in some circumstances be cast as Subject.

Somebody slept in this bed. → This bed has been slept in.

But this works semantically only if the action of the verb has some evident effect on the object of the preposition. The example above, for instance, makes sense because a viewer might deduce the sleeping from some disarrangement of the bedclothes.

But what about this?

The road is being slowly walked on.

It's difficult to conceive circumstances in which that would be a sensible utterance—perhaps a Dungeons and Dragons game in which the dungeonmaster describes visible effects (such as footprints) of an invisible character walking on the road?