Not every Walmart contains a full-service supermarket. There are still some smaller, older stores that only carry a limited selection of foodstuffs. Walmart often expands these stores into (or replaces them entirely with) Supercenters (which combine a department store and full-service supermarket) when it gets the opportunity.
A typical old-school Walmart:
https://www.flickr.com/photos/ncmike1981/32900060074/A typical Supercenter:
https://www.flickr.com/photos/mjhale/14878419931/As for guns, Walmart sells them in every state but California, Hawaii, and my home state of New Jersey.