God knows I try to help people who are in need, but my friend has been walking to work for?

If it helps, this is fairly common. People who are "nice" often have a reluctance to say no, and suddenly they realize one day they've become a doormat.

If he's someone you like and want to keep as a friend, you need to have a serious convo with him. You don't want to be in the position of having to say no every other day, because this is mentally taxing. So think through the specifics of what you want to tell him. Also, do NOT get derailed by explaining or justifying your choices. This just gives him more ammunition to work with. It doesn't matter if you're tired, because even if you weren't, you're not his personal chauffer.

If you want to limit this to days when you both leave at the same time, and you'll give him a ride home but nothing else, tell him this. You're still doing more than a lot of people would do.

Nothing is preventing you from saying no other than your own self.

"Feeling like I'm being taking an advantage of." You are. And you're letting it happen. You can only blame this on him for so long. Ultimately YOU are responsible for your own choices/behavior.

You are free to say no. Let him know that you have other matters in hand, but
will help on occasions. YOU set the boundaries.

Maybe your friend needs to consider buying a bicycle or taking public transportation to work.

What do you do? You do what's best for yourself. Your friend needs to figure out his own problems.

find him a link to used bicycles and suggest he check them out because he needs transportation he can provide for himself.

Don't be a doormat, and stop doing this. Your friend has had a job for the last 2 years, and he's being paid. Tell him to buy himself a car, and get himself back and forth to work. You're not his private taxi service.

So, just to reframe.

A workmate, who has different shifts to you, has the expectation that you will drive him to and from work, even on your days off, and also run him around to do personal errands.

When you say no, he challenges your decision. You finishing work and leaving to go home becomes about him. If you're tired he challenges the validity of that.

When you do say yes it's at a personal cost to your time and health, and you feel he's taking advantage.

He was previously walking. So is capable of getting himself to work and doing errands without your assistance.

I guess you need to work out why you feel any sense of obligation here.

Does he chip in for gas? Does he say thank you? Do you hang out outside of work? Do you fancy him? Does he help you in other ways?

If it looks like a duck..... if it feels like being taken advantage of...

You need to say on the days I go where you go at the same you do I will give you a ride, BUT other times you need to get the bus, bum a ride off someone else, or get some means to transport yourself.
I am assuming your friend has no handicap that prevents him from walking, taking uber, or whatever.
Also I suggest you start asking for a small payment for taking this person along, to make it a two way deal - I assume this person is not paying you back with yard work or computer help or such.

"Feeling like I'm being taking an advantage of." I was like you, did that to one of my co-workers, married / 2 kids. Because I have a good heart! But it turned sour of the worst kind - the police were involved!

You're being a good friend, but he's not a FRIEND!

You need to be strong and continue to say NO. If he wants a ride to/from work, he needs to help with gas, make him sign an agreement $5 a month. But if you leave by noon, and he leaves @ 4:30, his loss. No stopping anywhere. Spell it out.

Otherwise, let him walk 10 miles, to/from maybe he needs to exercise and some people like walking.

learn to just say NO. I had a neighbor that took advantage of me all the time SHe did ot drive so I offered her rides but it became a four hour trip every time I just wanted milk. Go here please go there I just had to do my shopping under cover of dark so she did not see me leaving.An learned to say NO. I did not have to tell her my reasons.

Tell him to buzz off

No clue what that means