Yes, Walmart does sell Halloween costumes both online and in their stores. They are currently offering free shipping to your home on any Halloween costume purchased.
You can buy costumes for girls at many department stores, costume shops, and even on the internet. If you are looking for something unique and different stick to the costume shops and online sites. You could even try having a costume custom made, that's sure to wow your daughter's friends.
I suggest going to "Micheals",a well known arts and crafts store. You can find different materials such as sewing kits, fabric, glitter, and many more. Your local dollar store also carries several ideal products at a cheaper price.