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