Restaurant Walhalla is located on the historic grounds on the fortified southern edge of Kustaanmiekka isle, Suomenlinna, right by the King's Gate.
For details see the map.
Suomenlinna ferry and waterbus
You can either take the Waterbus directly to the King's Gate, or if you want to enjoy a nice walk (~15 min) through the historic island, you can use the Suomelinna ferry. The crossing takes about 15 minutes. Usually ferries run four times an hour, through the entire season of Walhalla. Suomenlinna brochures are available on the ferry, so you can plan your visit during the crossing. Both depart from the Market square on the seaside of central Helsinki.