Walmart return policy?

Alexsa - 💍‘16– 👨‍👩‍👧 ‘17– 🤰’19 ❤️
I have a couple gifts that were received during my baby shower without an attached a gift receipt. I believe that they were purchased at Walmart, but I don't want to directly ask the person who gave them to me because then they would know that I am returning it. 
Does anybody know what happens if I try to return it to Walmart and it isn't a Walmart item?