He doesn't yet know that he is expected to 'do his business' outside. As Lankeela says, watch for signs that he wants to go, immediately take him to the place that you want him to do it. As he performs, say 'do, wee-wee/poo (or whatever command suits you) so that he knows what word to associate with the action. When he has successfully 'gone' in the place that you have chosen, give him a big fuss, really go to town with the petting and good dog, so that he learns what is expected of him.
You will need to do this consistantly until he stops wanting to go indoors.
This is not his problem so don't punish him; it's up to you to let him know what you expect from him so if he doesn't do it it's your failure not his!
As far as the horrendous day out 'walking' take note of the above comments.
Also, a walk is for exercise not just for the dog to be toileted, too many people whisk their dog back into the car as soon as they've 'gone'.