There are fire exits in the store and fire exits through the stockroom/backroom area (which at the WM I worked at, surrounds the building on three sides). It should be noted that the exits at the store I worked at, unless you went out the front, dumped you out behind the whole walmart/strip mall/shopping center complex, and our shopping center was bordered by mixed residential/wooded area. Yes, I had extensive plans to GTFO of the area when I worked at WM. It would have been trivial to get out of the area, just a lot of hoofing and climbing over a fence or two.
Our "emergency plan" was a load of *expletive deleted*it. It went from lockdowns to covering all kinds of disasters (which we were to "remain a the store" and assist with...yeah right...I'm getting paid less than $10 an hour. I'll do as I see fit)