I have all my sidewalk lawn full with this weed.
I started to pull them out by hand but how can I keep them from coming back?
looks like Phyllanthus.
If you keep pulling them, you will win the war. Each one of those little balls has seeds, which you want to remove before they fall on the ground and grow new plants. Once you have pulled the existing plants, and the seeds that previously fell have sprouted and been pulled, that should be the end of them (excluding new seeds that the wind may blow in, or that are dropped by birds.) They are easier to pull after a rain. Grab the stem as close to the soil as possible and pull gently, so the roots come out.