Many of Chicago's top attractions are sufficiently spread out that it's not practical to walk from to another. While driving is possible, as with many major cities it can be quite a challenge and parking tends to be expensive.
Fortunately, Chicago has an excellent public transportation network, particularly its rail system (the famous Chicago "L", with the "L" standing for elevated). Taxis are also plentiful. In addition, there are hop-on, hop-off bus tours that cover many of the city's main sites.