The answer to your question is yes, you do need to include the dividends received on your Walmart stock (and as reported to you on Form 1099-DIV) on your personal income tax return. The fact that you are the owner of the Walmart shares (however acquired), and that your shares are not held in a tax-sheltered retirement account (like an IRA, for example), makes you legally responsible for reporting the dividend income.
On a more personal note, as a practicing CPA in the United States, I am somewhat familiar with the Walmart Employee Stock Purchase Plan. Based on the multiple such Walmart employee tax returns that I have seen or prepared personally, you absolutely do need to record the dividend income on your personal return.
Although you may have already found where to mechanically input your 1099-DIV into the TurboTax software, if you have not, then you can use the easy instructions detailed at the following link:
https://ttlc.intuit.com/questions/2952456-where-do-i-enter-my-1099-div
Thank you for asking this question.
