Imam al-Shafi'i (may Allah have mercy on him) says that here sa'y means action, not walking on foot, because Allah Almighty says: "Indeed, your striving is diverse." [Surah al-Layl: 4]
And Allah Almighty says: "And whoever desires the Hereafter and strives for it with due effort while he is a believer." [Surah al-Isra': 19]
Allah Almighty says: "And your striving has been appreciated." [Surah al-Insan: 22]
Allah Almighty says: "And that there is nothing for man except what he strives for." [Surah al-Najm: 39]
Allah Almighty says: "And when he turns away, he strives throughout the land to cause corruption therein." [Surah al-Baqarah: 205]
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الجمعة / 5868