A dressing room is a place where actors will change into costumes before a play, or sports players will change into gear before the game. When you go to a clothing store, they will let you try on clothes before purchase in a dressing room.
A walk-in-closeT is the larger version of a closet. Like a normal closet, it's used to store clothes. It's large enough for a person to walk in.
Hope this gives you a clearer idea.