Most of the Walmart's I've been inside have a decent area setup for women's plus sizes. However, the section for dresses is really rather lacking. I'd go somewhere else, like Lane Bryant.
Sizes for plus sized coctail dresses will depend on the person wearing them. Plus sized dresses usually run in the size range of 10-28. Anything in this range will qualify.
Most wedding shops carry plus sizes for wedding dresses. You can either phone different wedding shops or go to wedding shops and try on wedding dresses.
Plus size dresses are easier to find than ever before. Most department stores carry them, as do major chains Fashion Bug, Lane Bryant and Torrid. You can also shop at Dots, Rainbow, DEB and H$M.
Some stores that sell plus size outerwear for men and women include: Gap, Ashley Stewart, JC Penney, Lands' End, Nextag.com, Elegant Plus, and of course Old Navy.