I've seen a few NMM figures at Walmart the last few times I've been there, so definitely not an online exclusive. I think you'll easily be able to find her if you go to a store.
As far as the online thing, it may be best to see if you can email customer service about that. I know it isn't Walmart, but Kmart had a listing on their site for a Rainbow Dash toy that I wanted, but the picture was of Pinkie Pie. I ordered it anyway and was sent Pinkie Pie, even though the receipt said Rainbow Dash on it. It's definitely best to check with them first.