Fix wrong links to go files in walk-through docs (#3115)

Author: romainr

doc/walkthrough.md

@@ -38,10 +38,10 @@ The protobuf definition of the gRPC service is at [/pkg/proto/sqlflow.proto](htt
 
 Once the SQLFlow server receives a batch of SQL statements via a gRPC call, it runs the following steps for each statement:
 
-1. the [parser](https://github.com/sql-machine-learning/sqlflow/tree/develop/pkg/parser/extended_syntax_parser.y) to generate parsing result,
-2. the [verifier](https://github.com/sql-machine-learning/sqlflow/tree/develop/pkg/verifier/verifier.go) to verify the semantics given the parsing result,
-3. the [code generator](https://github.com/sql-machine-learning/sqlflow/tree/develop/pkg/codegen) to generate a Python program, or the *submitter*, from the parsing result,
-4. the [executor](https://github.com/sql-machine-learning/sqlflow/tree/develop/pkg/sql/executor_ir.go) that runs the submitter locally.
+1. the [parser](https://github.com/sql-machine-learning/sqlflow/tree/develop/go/parser/extended_syntax_parser.y) to generate parsing result,
+2. the [verifier](https://github.com/sql-machine-learning/sqlflow/tree/develop/go/verifier/verifier.go) to verify the semantics given the parsing result,
+3. the [code generator](https://github.com/sql-machine-learning/sqlflow/tree/develop/go/codegen) to generate a Python program, or the *submitter*, from the parsing result,
+4. the [executor](https://github.com/sql-machine-learning/sqlflow/tree/develop/go/sql/executor_ir.go) that runs the submitter locally.
 
 Step 3. and 4. are only for a SQL statement of extended syntax; otherwise, SQLFlow server proxies the standard-syntax statement to the SQL engine.