That's really not your fault. You have no clue if the person is calling to deliver a package or if they are a client with an appointment who is lost, or anything.

Can you add it to your phone answering? Sure. And your boss should have just asked you to, in the future, remind anyone who is coming in that it's by appointment only, but you're not to blame for this person not giving you that information so you could prevent it for them. And really, who doesn't ask if a business takes walk-ins or not? I'm not sure exactly what kind of business you work for, but I know that, in terms of professional services, I'd never really just assume I could walk in. Heck, you have to have appts for urgent care these days - which was intended to be walk-in treatment for urgent health cases. So really, it's on that person. I mean, can you learn from it? Sure, but is it your fault? No. Should you be yelled at or blamed? Absolutely not.

And, honestly, the bad review will remind people who want to walk in that you don't take walk ins. So maybe that's good.