To add customer details to a Walk In you can either do so at the stage when creating a walk in by clicking on "Advanced Booking" 

Or you can simply sit the walk in and then click on it and then "EDIT" so you can add the customer details 

NOTE: As long as you place a booking on the diary as a 'walk in' then even when you add customer details to the booking on your reports they will still be recorded as a walk in.