Walkthroughs work on all Microsoft 365 apps. The exception is when you are editing a Word, Excel, or PowerPoint Online document. This is due to the fact that Microsoft is using iFrames for these interfaces which are not supported by our application. This also means that neither out-of-the-box nor custom walkthroughs are possible within these workspaces.
There is one other caveat to remember: The VisualSP Online app does not work on the "To-Do" app at all.