You can walk in and hope for the best--there are always cancellations and no=shows. However, if you have your heart set on a particular treatment, you are best off to book ahead.
Don't be discouraged if you go the first day and can't get an appointment. They do take a waiting list. The concierge service "holds" certain spots for their people, but if these are not booked the first day, they are released to the rest of us. Also, there are always cancellations. Just keep calling them.
We really haven't had a problem getting ressies on the Magic. It is much tougher on the WOnder (same number of passengers, Magic has twice as many appointments available.)