Hi there!
You can use the Convert Polyline tool on the Edit Toolbar to convert splines into a Walkthrough Path. You can also edit walkthrough paths created with the Create Walkthrough Path tool as splines by selecting the walkthrough path and clicking "Advanced Splines" on the Edit Toolbar.
The walkthrough feature in Chief exports a single video file of the path that you have the camera follow. There are no tools in Chief to edit the walkthrough video that is created. Using an external software to edit these walkthrough paths that are recorded allows you to stitch multiple videos together. This allows an easier workflow than trying to build a giant walkthrough path to have the perfect output all in one go. You definitely could make a giant path and export it without further editing, but it might end up being more challenging than splitting it into smaller parts and editing those parts into one video.
Best,
Connor