To get to the walkway from MGM, go slightly right after leaving the park, heading toward the bus stops. Walk along the bus stops staying on the left side. Just a little after the last bus stop (I think) there is a path that drops off quickly to the left. Follow this path under Buena Vista Drive and along the canal.
To get to the walkway from the Swan, cross the bridge to the Boardwalk, but instead of entering the Boardwalk, take the path to the right that goes alongside Boardwalk Villas next to the canal.
From the Boardwalk, you can go to the Swan end of the Boardwalk and turn left onto the path, or if you're adventuresome you can take a shortcut through Boardwalk Villas.