"Walk this way, please" is a polite phrase used to guide someone towards a particular direction or path. It's a common way to indicate where someone should go, often used by those in authority or leading others. For example, a tour guide might use it to direct a group to the next point of interest. Link
The please behind the statement makes it a whole lot friendly. This is something we need to make an habit. When you talk to someone like this even when it is not convenient or they are unwilling, the pleasantness will change their mind.
Although, we need to watch where we are walking to make sure it is very safe. Always keep the courtesy talk with you.
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