A complex sentence contains a main clause and a subordinate clause.
We carried on walking, although we were exhausted.
The main clause (we carried on walking) makes sense on its own; the subordinate clause (although we were exhausted) begins with a connective and does not make sense on its own.
The clauses can be switched round so that the subordinate clause comes first.
Although we were exhausted, we carried on walking.
This has the effect of changing the emphasis of the sentence, and highlights our exhaustion rather than the fact that we were walking.
If the next sentence is about our exhaustion, then the second version works well.
Although we were exhausted, we carried on walking. My feet were aching and Jessie had a blister on her heel.
On the other hand, if the next sentence is about our destination, then the first version works better.
We carried on walking, although we were exhausted. Soon we reached the riverbank, and we knew that we were finally on his trail.
Changing the order of clauses in this way helps to vary the structure of writing and make it more interesting.