No way to walk to MK. You'd be on very busy roads with no sidewalks, and it would take you WAY longer than either the boat or the bus. It's a heck of a long way on foot.
I always take the boat to the MK from WL. It's such a pleasant trip. You'll see all sorts of beautiful birds (egrets, etc.) , there's a lovely breeze, it's a cool and relaxing ride.