Just so that we can help, can you be a bit more precise? For instance, are you travelling with baggage, what constitutes 'walking distance' for you, what sort of budget do you have, where are you planning on going next?

If you're taking the train from Malpensa, you'll be arriving at either Garibaldi, Centrale or Cadorna. Cadorna is the closest one to the Duomo, about 1.5km on foot. Personally, I'd look for a hotel between Cadorna, Sant'Ambrogio and Cordusio.