The actual walk through the directories works as you have coded it. If you replace the contents of the inner loop with a simple print statement you can see that each file is found:
import os
rootdir="C:/Users/sid/Desktop/test"
for subdir, dirs, files in os.walk(rootdir):
for file in files:
print(os.path.join(subdir, file))
If you still get errors when running the above, please provide the error message.