Hello and Welcome to the Top of Virginia,
There are two Wal-Marts in the Winchester area, one is the shopping district which is south of the downtown area and the other is West Rt50, west of Rt37, which is on the west side of town. This is the one I would recommend. You can still get Rt50 East by going Rt37 south, then I81 north to the Rt50 Exit.
Also, Caution on taking Rt50 east to Rt17 south, the section of Rt. 17 between Rt50 & I66 was/is heavily patrolled, it's a beautiful ride though the country side, in other words do the speed limit, nothing more, if you are in a hurry go I81 south to I66 east.
There is a Wal-Mart north of Martinsburg, WV (I81 exit 20). And there is a Wal-Mart Rt522 & Tasker Rd south of Winchester. Plus, there is one Rt522/340 north of I66, on the north side of Front Royal.
Hope this helps, take care.