The Magic Kingdom is a short boat ride away, which makes the Wilderness Lodge a convenient spot for those wishing to visit the park frequently.
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While it seems as though you should be able to walk to the other Magic Kingdom resort hotels and perhaps even the Magic Kingdom itself, you can't. Transportation from the Wilderness Lodge is available through either the Boat Dock or the Bus Depot.
These hotels are on the Magic Kingdom monorail loop – most of them anyway. Disney's Wilderness Lodge and Villas, and Disney's Fort Wilderness Cabins and Campsites are considered Magic Kingdom-area hotels but do not have monorail service. They do, however, have boat access to the park in addition to bus pickups.
There used to be a walking path that connected Disney's Fort Wilderness Resort & Campground with Disney's Wilderness Lodge. Unfortunately, that is no longer available for Guests to use. If you'd like to go back and forth between the two resorts you have a few different options.
Most of the time the monorail is faster. Unless you catch the boat just as it is ready to leave. We have stayed here a few times the monorail is the easy way to get there with no delays.