Walking represents living, and usually means living according to the true things taught to us by the Lord -- to "walk in His ways." When the Lord is pictured walking, it means life itself.

3339. In the next life those forms of light, and also those forms of warmth, manifest themselves visually. Angels live within the light of heaven and also within the warmth that has been spoken of. From that light they receive intelligence, and from that warmth the affection for good. Indeed the forms of light seen with their external sight have their origin in the Lord's Divine wisdom, and the forms of warmth which are also felt by them have their origin in the Lord's Divine love. To the extent therefore that spirits and angels possess intelligence in truth and affection for good they are closer to the Lord.