How do I change the focal length in Walk/Fly Navigation Mode?
If you'd like to use Fly/Walk Navigation in 3D View and adjust the focal length, open up the Properties Panel N go to View and set the Focal Length property for the actual viewport:
If in Camera, select the Camera go to Properties > Object Data (camera icon) and set the Focal Length property to what ever you like.
Going through the docs of Fly/Walk doc - I think the focal length change is not available.
I think if you can bind a keyboard shortcut with some python scripting, maybe you could achieve that.