Walk and talk is a distinctive storytelling-technique used in film and television in which a number of characters have a conversation en route. The most basic form of walk and talk involves a walking character that is then joined by another character. On their way to their destinations, the two talk.
Just finished watching The American President, which is basically Sorkin's prequel to The West Wing, including having most of the same cast, the same set, and the same "walk and talk" style.