Forerunner 935 displays a message that it ia not compatible so training for an event based on goal is not possible to sync. Any solution?

You can't sync events to the 935. Since it doesn't support the race widget it doesn't matter. You can't make it suggest workouts for that event. You have to use one of the training plans instead.

But a walking event is not working either, that's not a race event, so why does that not work?

No events can be synced to Forerunner 935.

I don't think a walking event can have a training plan. 

You don't need a training plan for that, you can create an event for walking, biking etc. Doesnt have to be a race. Why is this functionality available in garmin connect and you cannot use it??

Newer models support syncing events to the watches.

Events are races. It could be an official race or your own private race.