Using a pokewalker is where you do an infared connection with your dsi or nintendo ds system. you choose one Pokemon out of your box just like the dream world and it will transfer to your pokewalker.
some things you can do with a pokewalker: I know you can level up Pokemon on routes preset and you can unlock other routes. on routes you can battle and catch certain Pokemon that are located (pikachu jigglypuff and noctowl are some that I saw on my old hg game). you can also do dowsing machines which give you items and/or Pokemon battles. this action will give you items to your heart gold game that would normally cost you money for free.
consumer experience proves this.