Constitutional means having to do with the document that is the foundation of a government — in the US, a constitutional right is one provided to you by the US Constitution.
If you break down constitutional, you’ll find the root word constitute, meaning "to make up or form." Constitution can refer to the document that forms (or organizes) the government. It can also refer to the structure of a thing, such as a species, or a person. If you go for a "constitutional walk" — in that sense, the word means having to do with your constitution or your health.