I may be misunderstanding your question, but a very basic answer to the question “how does walk work on nested data structures” is “it uses recursion, calling itself on each nested data structure inside of an enclosing data structure”. If you are familiar with recursion, e.g. to search a binary tree data structure, then that is the basic idea.
I suspect there are good tutorials on how recursion works, with multiple examples, but don’t have a link handy for something I consider a good tutorial on that topic. This Wikipedia page might contain examples you find illuminating: https://en.wikipedia.org/wiki/Recursion_(computer_science) (specifically the “recursive procedures” section).
If that wasn’t the intent of your question, it might be a good idea to try to ask a more specific one.