You use the term 'Jaywalk' to describe the act of crossing the street in a non-designated area, usually between signals.
Example of use: “If you jaywalk, you’re likely to be hit by a car.”
The term 'jaywalk' came into use in America, sometime between 1910 and 1920. The “jay” portion of the word has to do with boldness and impudence of the type commonly associated with jaybirds.