Hi Ruth
I read a short story that described a man as becoming a 'walking ghost' when he returned from fighting in a war. He finds that it is too difficult to re-adjust to normal society after having seen and done so many inhumane things in the battlefield. His mind slowly cuts him off from reality, so that although he is physically in a familiar and safe place, mentally he is somewhere else - he has the 'thousand-yard stare'. So, the 'walking ghost' is a metaphor, describing the way he appears to other people.