The Boardwalk is a resort area situated between MGM and Epcot. If you have a car you drive there. Bus transportation is a little trickier. If you come from another resort, you'll have to go to a park and transfer to a Boardwalk bus. You can walk from Epcot (it's right out the "backdoor" between Great Britain and France). A boat can also be taken from MGM or Epcot.
It sits on a lake that is surrounded by the Boardwalk, Yacht Club, Beach Club, Swan, and Dolphin resorts. There is a lot to do there even when it's not a special occasion like Halloween. There is the ESPN Club (DH and DS10's favorite place), Spoodles, Big River Brewery, Boardwalk Bakery, Atlantic Dance, etc.
Here is a link to the WDW website and the BW!
http://disneyworld.disney.go.com/wdw/moreMagic/moreMagicLanding?id=BoardwalkLandingPage[/URL]