A walkthrough is a document that another person or a group of people have made that serves as a guide to help other people get through a game. There are some who may feel that a walkthrough is cheating, or taking the easy way through by depending upon the learning and experience of other game players.
I use a walkthrough when I get stuck in a game.
A walkthrough I found about Civilization 4 starts by organizing the game like this:
The goal of the game
The precise goals of the game vary from game to game, although all games employ conquest (eliminating all other players) and histographic (have the highest score after a set number of turns) methods of victory. In many games, more are employed, such as the "space race" (construct a spaceship that consists of multiple parts), "domination" (have most of the map within the reach of your cities), "regicide" (kill a specific unit), or "transcendence" (the researching of a specific technology).
As in chess, the game is divided into several phases and the ultimate goal of the game should not distract you from playing each phase correctly. Checking the king without purpose is useless in chess, as is making empty threats for no reason other than to make threats in Civ. In both games, an empty threat may or may not be effective, but for it to be truly effective it must have sound reasoning behind it, and if it does not work it must not punish the player who made the threat.