My car got broke into in parking lot of Walmart . If I ask the security team at Walmart could they check the security tape in that time frame and check if they could see anything?

Yes but a police report, sheriff dept as they have jurisdiction. Let them request a copy and if there is sometime they have evidence in the proper chain of command.

I would say to file a police report first and foremost, then the staff will pull the security footage. My advice is coming from a logical stand point because I do not know for a fact but what I do know is to always file a police report first. Good luck.

They may or may not. Never hurts to ask. If they do not file a police report and the cops will make them check it.