A Walker is an ordinary lemming with no skills or abilities, and will gladly hurl itself off a cliff if you let it. If it finds the Exit Portal, it will pass through.
However, it is an assignable skill in some games, like The Lemmings Chronicles. As an assignable skill, it will reverse the lemming if applied to a lemming who is currently a walker, or if applied to a lemming in the middle of any other skill, it will stop the lemming from performing its existing skill, and have it resume walking.