Is it walk through or walkthrough

The two-word form is used only when you are using through as an adverb (e.g. he will walk through the door).

The hyphenated noun walk-through was the earlier form, meaning a rehearsal or dry run. The modern meaning, spelled as walkthrough, is the examination of a process through each action in sequence, as to familiarize oneself with the steps. It is also used for software where all of the branching paths of a program are examined, to verify that the algorithms are correct and that it does what it is supposed to do.