Every Walmart I've ever been in has at least three to four exits for the public. The two in front, one in the garden center and another in the auto/tire area. In an emergency police could also direct people to employee areas where there are more exits as well as cargo loading spots that could be used for egress. These cops were incompetent in protecting the public by just rushing in and immediately shooting someone they thought might be a threat.
Depends on the climate. The garden exits are often locked up around here, you can go between the store and the garden but you can't go from the garden to the outside.