Hello Diego. It sounds like the people in the movie are heading somewhere. They're going past the wall, taking a left, then it's a straight shot from there. If it's a straight shot, it's a straight path to the destination. Don't confuse this with the similar phrase "straight-shooter," which describes an honest person.

To me, "It is pretty much a straight shot from there." means; it is easy. Like hitting a target that is straight, or, in front of you. Fácil, sencillo.