T2 to T5 (including SkyCity and the Clarion) is all connected indoors. There can be some changes in floor levels but there is always lifts or travellators. Yes the train is free between terminals, but like you I always walk - just put your luggage on the one trolley and no need to get to the station, unload, reload etc etc.
Which Radisson Blu? The Radisson Blu Sky City is in the terminal, the Radisson Blue Arlandia requires the free car park bus. To get there you will want the Alfa bus. (There are Alfa and Beta carpark buses, both painted bright yellow.) The bus stops outside T2 and T4 but there is work at the airport which seems to impact the road / bus stop locations. Just follow the signs and look for the yellow buses. Here is the bus website.
https://www.swedavia.com/arlanda/tra...t-the-airport/