The "Walk here" option is available to players as an alternate means of moving about the game world. By right clicking, a player will see a list of options that are available at that present time. If 'Walk here' is selected, the player will move to the position the cursor was in when the option was selected. If two mouse buttons are selected, left clicking a position makes player walk there, as he would right clicking and selecting.
If the player does not want to click on the game, they can click on the minimap, which uses up less clicking overall, and moves the character farther per click than the 'Walk here' option.