Walk to entrance, say (4)
I believe the answer is:
gait
'walk' is the definition.
(I know that gait is a type of walk)
'entrance say' is the wordplay.
'entrance' becomes 'gate' (type of entrance).
'say' shows a homophone (sound like).
'gate' is a homophone of 'GAIT'.
'to' acts as a link.
(Other definitions for gait that I've seen before include "Deportment" , "Bearing" , "Way of walking sounds like way of entry" , "Style of movement" , "Way of walking (4)" .)