I'm new to magic

A spell can only target a walker when the walker falls within the targeting distinctions. hero's downfall and utter end can both take out a walker for example.

As for using something like lightning bolt to kill a walker see rule 212.9g, because of it you would shave 3 loyalty counters off of the walker.

212.9g If noncombat damage would be dealt to a player by a source controlled by an opponent, that opponent may have that source deal that damage to a planeswalker the first player controls instead. This is a redirection effect (see rule 419.6c) and is subject to the normal rules for ordering replacement effects (see rule 419.9). The opponent chooses whether to redirect the damage as the redirection effect is applied.

Thnx!