zack@noziere:/tmp/t$ tree
.
├── a
├── b
├── c
├── d
│   ├── g
│   └── h
├── e
│   └── i
├── f
│   ├── j
│   ├── k
│   └── l
├── l -> f
├── walk_links.py
└── walk_nolinks.py

4 directories, 11 files
zack@noziere:/tmp/t$ cat walk_nolinks.py 
#!/usr/bin/env python3
import os

for dirpath, dirnames, filenames in os.walk(".", followlinks=False):
    for name in filenames:
        print(os.path.join(dirpath, name))
zack@noziere:/tmp/t$ ./walk_nolinks.py 
./walk_nolinks.py
./a
./walk_links.py
./c
./b
./f/l
./f/j
./f/k
./d/h
./d/g
./e/i
zack@noziere:/tmp/t$ cat walk_links.py 
#!/usr/bin/env python3
import os

for dirpath, dirnames, filenames in os.walk(".", followlinks=True):
    for name in filenames:
        print(os.path.join(dirpath, name))
zack@noziere:/tmp/t$ ./walk_links.py 
./walk_nolinks.py
./a
./walk_links.py
./c
./b
./l/l
./l/j
./l/k
./f/l
./f/j
./f/k
./d/h
./d/g
./e/i
zack@noziere:/tmp/t$