Heard of 'em, yes. Familiar with 'em, yes. Ever been on one, uhmmm, no. (Times and availability and stuffs always precludes.)
However, that being said, I've heard nothing but fun things from them. Here in Toronto, one of the oldest organized walks, it has always been a great thing. What they do here is: Gather at a central spot, and shamble to a long standing rep theatre, and then watch a double bill of zombie flicks. It's a well organized event, lots of people have fun; many more gaze and wonder, what the...?
Quick note: Almost every Walk I've heard of, usually position themselves as a charitable event (raising money for charities, etc.)
Other quick note: What's the best thing in life that is needed as an author? A network. If you like zombies, go to the event, have fun, bring business cards and make friends. Most people go to these things to have fun; which does not preclude making connections with new people in new ways.
My suggestion? Get make-upped, bring your book, have it secured in a waterproof "bag thing" tied around your neck, and when people ask you: "What's that around your neck?" You say: "That's my book, here's my card; feel free to visit and follow me." Or stuffs to that effect ...
Self Promotion - only you can promote your self ...
But, most importantly, have fun.