When did human ancestors learn to walk?
In a sense, there's an easy answer to your question.  Humans became bipedal in Africa, since bipedality is well-established for the first species in the human lineage to leave Africa (Homo erectus/Homo ergaster).  This can be verified in many textbooks.  However if you ask the question when, in what species, or why, there's no easy answer to your question. The question comes down to (a) which fossils are specifically ancestral to humans (b) what fossils have evidence for bipedality, and (c) theories as to why those species became bipedal.

The narrow sense of humans, Homo sapiens, has been bipedal ancestrally.  Other closely related species were almost certainly bipedal (Homo neanderthalensis and Homo heidelbergensis for example).  In fact, the species or species complex from which humans likely arose, Homo erectus, was also likely bipedal (discussion below).  If we take the broadest sense of what "human" means, it could mean any species which split from the human lineage after the split with the extant great apes (specifically, post split with chimpanzees).  Here there's reasonable evidence for bipedality exists around the same time as this split, but not in all species.  Specifically, Orrorin tugenensis is a 6 million year old specimen with some (but not conclusive) evidence for bipedalism.  

Question b, how do we know a fossil creature is bipedal, is a challenging question.  Homo sapiens, the only completely bipedal primate, have many adaptations which facilitate walking on two legs.  The shape of our pelvis facilitates the muscle attachments necessary for walking by flaring the ilium (the bone which forms the upper part of the pelvis).  This same flaring is found in Australopithecus afarensis (which includes the famous "Lucy" specimen), about 3 million years ago.  Australopithecus also has a fossil of footprints, which seems to indicate bipedal movement.  The human femur is bent inwards and the neck is thickened to support the weight of someone walking upright.  This same thickening is found in Orroin tugenensis and the angle in Homo erectus/Homo ergaster (these are two names which are either closely related species or the same species, depending on who you ask). The human big toe is also in line with the others in the foot, which likely allows us better motion on the ground.  This feature is also true of Ardipithecus ramidus, at about 4.5 million years ago.

The third part of your question, why humans became bipedal, is largely speculative.  Many theories exist for the process which lead to bipedalism.  A popular theory in the 1970s and 1980s was that humans became bipedal to enhance our abilities to see across tall grass, because many people thought Homo erectus/Homo ergaster was the first upright walking species, and grasslands dominated east Africa at the time.  However since earlier evidence for bipedality, many people have abandoned this hypothesis in favor of others.  These other hypotheses include that bipedalism arose after scaffolding on to arboreal (tree-living) adaptations.  If human ancestors lived in trees, they may have moved in a vertical posture, leading to many of the adaptations needed to move vertically on the ground.  Others include an increased reliance on meat, caught through endurance hunting, or even wading into tidal waters being the key feature (notably this is not the aquatic ape hypothesis, which is pseudoscience), and this reliance on key marine resources provided the essential stable food supply for brain enlargement.  The short answer is that there's a tremendous amount of speculation in this area, and few firm facts.

Whichever of these species you choose as the "first bipedal human," and how confident you want to be about that bipedality, they all evolved in Africa.