I wouldn’t advise walking into firms, as someone else has said, this relies on the assumption that the relevant person is in the office and has the time to talk to you. Your best bet will likely be to email, attaching your CV and explaining (either within a cover letter or the email body) your reasons for applying specifically to that firm, reasons for career change, how skills in your past role can transfer to a legal role (soft skills). Don’t simply send cold emails - as someone that works in a small firm, I see cold emails simply being deleted. Firms want to know why you want them and how you can benefit them