Hi! "Walk someone through something" means to expalin something to them slowly, so that they can understand it. An example: I don´t understand this lesson. I know you do, please walk me through it.

I think "walk me through" can be used to say something similar to "show somebody how to do something." Example 1 "Can you walk me through the new database system after lunch?" i.e. to show how it works Example 2 "I'd like you to walk me through all the changes in the security protocol." i.e. to show how it has changed and explain it