When used as a verb, it must be "walk through". ") When used as a noun, "walkthrough" and "walk-through" are both OK. I would personally use the hyphenated version.
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For what it's worth, the OED spells the main entry for the noun and adjective "walkthrough". They don't seem to care much how such a word is spelled, though, showing citations for the one-word form and the hyphenated form *****-nilly. The word has various related definitions you can easily imagine. They call "an inspection carried out on foot" "Chiefly North American", and