My admittedly unscientific survey of small Midwestern towns with Walmarts (that are NOT suburbs!) is that you can walk to the Walmart on sidewalks. At most, you have half a block to the nearest sidewalk, or have to cross the street.
Some of the middling-old sections only have one sidewalk. The oldest have them on both sides of the street, and the newest developments have them also, usually.
The Walmart in the area from this article is separated from the main town by a four lane road with no sidewalks, across which the nearest crosswalks are more than half a mile away in either direction—so you’re either playing high stakes Frogger, or, depending on your starting location, you might conceivably have to walk nearly two hours out of your way round trip along the shoulder of this road to use a crosswalk. They also get five feet of snow per year, so a good part of the year that walk is extra dangerous and miserable.
I can’t say for sure, but I think this is much more typical of American Walmarts than it is to be able to easily walk to them.
The two smallish towns I've spent significant time in (Tomah WI and Palestine TX) both have difficult to walk to Walmarts. But glad to hear it's not universal!
I see from Google maps that here in Illinois the situation seems to be a bit better... (E.g. Morris, Rantoul and even Du Quoin). Du Quoin seems very inexpensive and seems like it would make a better argument than somewhere truly rural (it even has Amtrak service)
Some of the middling-old sections only have one sidewalk. The oldest have them on both sides of the street, and the newest developments have them also, usually.