I'm not a lawyer, BUT...I work at Walmart (15+ years) and probably see more "service animals" in one day than many people see all year.
Basically, all a store employee can do is ask the customer if the animal is a service animal and if so, what task has the animal been trained to perform. If the customer says yes it's a service animal trained to do xxxx, end of discussion, even if the person is lying. No proof or documentation is required.
If the animal becomes aggressive while in the store or shows itself at some point not to be "house trained", you can tell the customer to remove the animal from the store and the customer can return to the store without the animal.
For the most part, stores (not just Walmart) don't say anything to the customer for fear of being sued.
And by the way, a therapy/comfort/emotional support animal is NOT a service animal and not protected by the ADA.
WOOF!!
Frequently Asked Questions about Service Animals and the ADA