Continuous optimization plays an increasingly significant role in everyday decision-making situations. Our group had previously developed a multilevel system called the artificial neuromolecular system (ANM) that possessed structure richness allowing variation and/or selection operators to act on it in order to generate a broad range of dynamic behaviors. In this paper, we used the ANM system to control the motions of a wooden walking robot named Miky. The robot was used to investigate the ANM system's capability to deal with continuous optimization problems through self-organized learning. Evolutionary learning algorithm was used to train the system and generate appropriate control. The experimental results showed that Miky was capable of learning in a continued manner in a physical environment. A further experiment was conducted by making some changes to Miky's physical structure in order to observe the system's capability to deal with the change. Detailed analysis of the experimental results showed that Miky responded to the change by appropriately adjusting its leg movements in space and time. The results showed that the ANM system possessed continuous optimization capability in coping with the change. Our findings from the empirical experiments might provide us another dimension of information of how to design an intelligent system comparatively friendlier than the traditional systems in assisting humans to walk.