If X is a type of structure that can be defined in a category, higher category, or category with some sort of structure, then the walking X is an informal term for the free category (resp. higher category, category with suitable structure) containing an X.
More precisely, if denotes some (higher) category of categories with an appropriate type of structure, then the walking X is an object together with a natural equivalence
between the hom-set/category/space from to , for any , and the set/category/space of all Xs in .
The interval category is the walking arrow.
The augmented/algebraist’s simplex category is the walking monoid (in a monoidal category).
The syntactic category of a theory in some doctrine is the “walking -model” (in a -category). In particular, the classifying topos of a geometric theory is the “walking -model” qua Grothendieck topos (where the morphisms are the left-adjoint parts of geometric morphisms).