Walk under cover from Athens to Alexandria (4)
I believe the answer is:
stoa
'walk under cover' is the definition.
(roofed walkway in architecture)
'from athens to alexandria' is the wordplay.
'from' says the answer is hidden in the clue.
'STOA' is hidden in the letters of 'athens to alexandria'.
(Other definitions for stoa that I've seen before include "Series of columns covered" , "Greek portico or colonnade" , "See Greek walk" , "(In Ancient Greece) walkway with a roof supported by colonnades" , "Portico in ancient Greece" .)