As long as your car is selected in the app, and you have Location Services set to “Always” for the Tesla app, the vehicle will unlock automatically and open the door (if configured), and walk away lock functions as you would expect. I’ve found it surprisingly reliable.
Before I got my new X, I had a devil of a time driving my wife’s Model 3, more often than not, I had to break out the proximity card to drive. When the new X arrived, it pointed out the requirement to have the desired car selected in the app. Head smack! This only affects folks that have more than one Tesla set up In the app. The car also requires the phone app be reasonably close to the car, to drive. If location services is not active or set to “only while using the app” it cannot determine the location of the phone app.
Bottom line, it works great if all the conditions (above) are correct.