Does 'etter meg' mean specifically that somebody is simply walking behind me? Would 'Han er etter meg' be translated to 'He is after me' in the meaning that he wants to capture me?
Yes, either physically behind you or later than you.
"Han er etter meg" would be used to describe someone's position in a line, for instance.
You can use "Han er ute etter meg" to mean that someone's out to get you.
Are there alternate ways of saying "to walk" and "to go" in Norwegian that differentiate those concepts from each other? Because in English they are not always interchangeable. (I haven't had any trouble with how "går" has been presented so far, just curious.)
å gå = 'to walk', but also to go or leave if you do so on foot - even if it's just out the door.
å dra = 'to go/leave' (you can use the prepositions 'til' and 'fra' to make it clearer).
å reise = 'to travel', but there's the same overlap in Norwegian between 'dra' and 'reise' as there is in English between 'going' and 'travelling' to X.
å spasere = 'to walk', but leisurely so. Walking for the sake of walking, rather than as a means of getting somewhere in particular.
Ah, so går does specifically reference walking (even in more general usage). Thanks, this makes it clearer.
Can the same sentence mean "He is going after me", "He is following me", "He is walking behind me" ?
At a stretch, but there are more precise ways of expressing "He is following me".