Firstly, Walmart is a lousy place to buy an air rifle, they tend to be the low quality crap from China. Secondly, whatever you buy better make less than 12ft/lbs or you are importing a firearm which opens up a can of worms. If the gun complies with the 12ft/lb limit I would suspect you could bring it back with you on the plane and declare it when go through customs.

The safe bet is to give customs a call to be sure.