Walmart is probably only for a Kobo app. (did it ask you which reader you were using? )
I would go back to their site for instructions and which app to install on your PC.
You may need to register with Adobe, because many books come with DRM and what they sent you was the token you pass to the app, that gets the actual book.
Then you need to install Alf's plugin to strip the DRM as Kindles don't do Adobe/Kobo so that when you import the book, the DRM goes Pftt.
Kindles like AZW3 or Mobi format.
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