I believe it will be necessary to remove the concrete walk and patio before installing pavers. Pavers require at least a 4" stone base below for drainage - more if you live in a severely cold climate or plan to have extreme weight (like a hot tub) upon them.

You're right, pavers won't crack and they can be re-leveled if setting occurs. Yes, you can DIY the pavers. I did - it is a lot of physical labor but not particularly hard to engineer. Can't give you a price estimate but figure you'll need to acquire a truck load of crushed stone, sand and 4.5 standard brick pavers per sq. ft. Most likely will need to rent a transit (for grade determination), plate compactor and wet saw at various points through construction.

Personally, I am not familiar with pergola kits. Most likely footings for weight and anchorage are necessary and must be positioned and poured before building the patio.

If you go to "My Page" I have photos of our paver patio and of our pergola. Both were DIY projects and if you decide to undertake building yours I may be able to offer some experience.