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Can I say,

(a) The man holds the dockey to the market.

(b) The man takes / brings the donkey to the market.

(c) The man pulls the donkey to the market.

(d) The man is carrying the donkey to the market.

(e) The donkey is walking to the market with the man.
Comments  
a. no

b. yes

c. yes

d. yes, but the donkey must be very small or the man must be very strong!

e. yes, but it sounds like the donkey made a decision to go with the man.
Can I say,

(a)John and his donkey go to the market.

(b) John and his donkey are walking to the market.
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Yes.
But, I felt the sentences quite weird.

John and his donkey looks like friends. They walk or go the market together.

The donkey is an animal. How can be like that?
Vincent, perhaps it would be helpful to us all if you were more exact in your questions. You can write something like this.

I think:

John and his donkey are walking to the market

is grammatically okay. But it sounds weird. It sounds like they are friends. Is it okay to write it like that?

If you are complete in your questions, you will get better answers.

And the answer is, it does sound that way. So perhaps John is walking with his donkey to the market would be a better choice, unless you were writing a children's story about John and his donkey.
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Sorry, I didn;t make the questions clear.

So , you mean the answer (a) and (b) is correct if they are in story.

But, If they are in the real situation, we can't say in this way, right?
You can still say it that way. I would say the idea that they are walking together as friends is more of a flavor than a strict meaning. Many people would read it and not get that same sense.
Vincent,

<edit>

If this help you at all, human always walk an animal. i.e. John always walks his dog to the park after dinner.

“John is walking with a donkey to the market” just sounds odd to me. If the donkey wasn’t carrying farm produce, shouldn’t John be riiding the donkey? Perhaps You can say “John is walking to the market with his donkey carrying / loaded up with fresh vegetables from his farm”.

We walk with human but we walk the animals
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