Here, "home" is an adverb like "away" or "out". Similarly, "here" and "there" are often used as adverbs instead of pronouns.
I walked in
I walked out
I walked away
I walked here
I walked there
I walked home.
If you want to use "home" as a noun, you need to add an article like "the" or a possessive like my.
I walked to my home
I walked to her home
I walked to the home of the president
I walked to Abraham Lincoln's home.