To beat someone with what is effectively no resistance on their part, to the point where you are "walking through" your opponent instead of actually fighting them.
He kept hyping me up like it was gonna be a big fight me if I came over there but he was so weak I could basically just walk through him.
To pass trough a non-smoking area with a lit cigarette. What makes a walk-through different from just smoking in the house (or wherever) is that the person makes an effort to get to the next smoking area as quickly as possible. In addition, hitting the cigarette nullifies the walk-through and thus constitutes "smoking in the house."
Rob: Hey I'm going out back, is it ok if I walk-through?
Marty: Yeah, go for it.
{As Rob is executing his walk-through from the front porch to the backyard he encounters Morgan}