Walmart is the supermarket where you will find all the products required in day today life.On you arrival this would be the first place to visit in order to arrange bed, pillow, comforter, phone, cereals, fruits, vegetable,milk and other stuff.
It is located just near to Peter Kiewit Institute. You can just walk to that place. If you did not get anything then ask someone to drive you to walmart.
Directions are given below from PKI to Wallmart.