If you see a posting for a position, one way to approach the walk-in is simply to show up and ask if you could have an application to fill out. It depends on the size of the company, but I would only try this with a company that has an up front receptionist.
If they hand you one, great, fill it out and hand it back with your resume/cover letter/work samples
If they don't have them available, great, drop off your resume/cover letter/work samples
You can use this tactic to see if there's an opportunity to break the ice in person, if the opportunity doesn't arise, don't push for the informational, interview, tour, person to talk to, whatever. Say thanks, and leave politely.
This way at least you know your stuff will be delivered in person and not via email and there is a chance that the receptionist will have to call HR to bring you an application and that could be a shot at talking to someone about the position in person.
After graduation I did one walk-in at a place that did not have a position posted, that was terribly awkward, but at least they politely shuffled me out.
All dots connect, even the tiny blue one