I have not used WalkD but heared of it.
But you can use the Rubi integration package written by Albert Rich and set the ShowSteps=True. The steps shown are the mathematical substitutions done in each step. Here is an example
To use it, load the package, and simply use Int in place of Integrate. It does indefinite integrations. After each step shown, hit the enter key on the new output to go to the next step, keep doing this, until no more terms shows up with Subst in them.
Compare the above final result to Mathematica's
