How exactly does cardio work? why does it make you loose weight?

they say walking won't help much. but will it help if u have a low fitness level and it makes u tired very quick? i have a heart problem the doctor said i can go walking right now and mild excersise. but iwll it help me burn weight. btw the walking feels like a good workout for me. (briskl walkin 30 mins will tire me out )