Walking on the road is generally allowed if there is no sidewalk available. However, some specific roads like highways or interstates usually prohibit pedestrian traffic.
Walking on roads for exercise can be safe if you walk facing traffic. Stay as far to the left as possible. Wear bright or reflective clothing. Be constantly aware of your surroundings. Choose roads with lower speed limits.
You do not always have the right of way. You do in the following situations: Crosswalks, marked or unmarked. Intersections with pedestrian signals. Sidewalks and paths yielding to pedestrians already in the road. Pedestrians must yield on roads without sidewalks where you should walk facing traffic. When traffic signals or police give direction. When entering a roadway from your home or any property.