Firstly, if you suddenly go from non-exercising routine into exercising at the speeds you jogged and/or brisk walked you will often times quickly experience some lasting pain.
Before starting an exercise program
See your primary care physician to determine your heart health.
Prior to each exercise session:
1. Warm-up routine...2-3 min stretches and raising your heart rate BEFORE you start
2. Brisk walk at a rate that gradually increases to a rate,,,equivalent to 3.75 -4.0 mph (5.0-5.5 kph) if brisk walking IN THE BEGINNING.
3. If slow jogging, then 4.5 mph (7 kph) is a more reasonable rate.
Stretching and stiffness
The problems with pain that you experience is that your muscles, bones, joints and tendons are stiff and inflexible and not used to the strain. They need conditioning and it doesn't happen overnight.
If the pain is located in your shins, those are called shin splints
...very common. It will feel like your shins are on fire. There are stretches to help with that...but you need to slow down so as to not make it all much worse. In the meantime, you'll need to ice them and take anti-inflammatory meds to help bring swelling down.
Other pain areas
Ankles, hips, lower back, feet: follow previously mentioned advice. Stretch and warm up to help warm your body up. See your doctor for more details.
You need to respect your body and don't go too fast too soon. The speeds you wrote about (around 4+ mph walking and over 5.2 mph jog) is/are way too fast for a starting newbie.