"The total goal of being a shadow walker is to not be the odd man out. To be singled out is being sloppy. If one can walk in and not seen nor remembered later on one can call himself a shadow walker." ~Spellhawk
Shadow Walking is the art of hiding in the shadows. Please note, it is not intended to cause you to be the 'odd man out', and it is not intended to make you vanish into thin air, either. It is possible to do that with the Shadow Road, however.
In order to blend in with the shadows, you must first attune yourself to the Void. This is not always required, for those who are already skilled in this field, though it is highly recommended, and it will help a great deal.
One thing which helps greatly is to shut off all of your broadcasted thoughts. In other words, attempt not to 'think too loudly'. It is the same sort of idea as, "if you cannot be heard, you cannot be seen." When you broadcast your thoughts, then those around you are more likely to realize that there is an extra presence, and they may find you.
Once you have done that, think to everything around you, "I can see you, but you cannot see me." (If you understand what I mean by this, then it is better to think to the universal consciousness which goes through everything, in place of simply directing your thoughts to what you can physically see at the time.)
By this point, you should consider your primary goal (get to ____ undetected) as your secondary goal. Your primary goal does not exist. To have a primary goal is to think 'too loudly' about it, which will draw attention to yourself. Also, if you put too much importance on any one goal, then you will strain yourself, which can be worse than thinking too loudly.
When you are shadow walking, all that you have to do is stand still, and you will not be noticed. You are still able to move, though do so with caution, and slowly. When you are hidden completely is when even your body heat is willed to be cloaked by the shadows.
In order to get places using the Shadow Road, you set your mind on your destination, and on using the shadows to get there. Walk forward towards your destination, and you may eventually find yourself on a dark road. This road is able to take you anywhere you want. You simply walk until you feel as though you have reached your destination. The entire trip will normally feel as though it takes less than one minute, though to anyone watching the trip will be instantaneous, because no time passes in the Shadows.
One very important thing to remember is to reappear away from people.
Your body will literally physically vanish, and reappear at your destination. Therefore, it is not recommended to poof into the center of a large crowd.
A second very important thing to remember is to always have a back up plan.
Always make sure that, if you are not able to use the Shadow Road, you will have a way to get there anyways. Alternately, if you manage to use the shadow road to get there, and you find yourself on the opposite end of a continent, with no way to get back...Well, always have a backup plan.