You could really do both but calling is better because walking in, you won't have any control over when he's seeing a patient, when he's out to lunch, when he wants to take an early day etc. Calling lets him know ahead of time that you're coming so maybe he'll prepare for you, save a time slot, even bring pictures, etc to show you.
I'll like to add--from my own experiences--shadowing is overlooked sometimes and it's done as something to just tick the box, but it is soo important. EVERY school that I contacted to inquire about my chances, they always brought up two things and shadowing was one of them! Also, don't let your shadowing experience be some back-and-forth question and answers with the doctor. I had this problem until I "switched doctors". It's to your own benefit if you can be in the room with him when he sees patients so you can observe what it's like on the job. Are you grossed out by crusty feet, scars, ulcers, etc.,
Good luck. You're essentially taking sneak peek at your life a few years from now IF you do end up going all the way with this. Feel free to ask any more questions!