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If one had enough of walking and looking now, just behind the old wharf building at Walsh Bay, crossing Hickson Road and a bit further up some steps to the Rocks at Argyle street are busses to city and suburbs.

Walking a little along Hickson Rd one gets to the headland of Millers Point. There the Maritime Services Observation Tower stands the famous Darling Harbour begins. 
Easy to see  why the suburb between Sydney Cove and Darling Harbour is called 'The Rocks'. It is the oldest part of Sydney and worth spending some time there. But that would be another, different walk maybe for another time.