Can a Pokémon 'join' from nowhere in the Pokéwalker?

Solution 1:

Yes, if you go walking with a Pokewalker that has no Pokémon there is a chance that a Pokémon will join you and follow you around. You will be able to import this Pokémon into your game.

From Bulbapedia:

The Pokéwalker can be used without a Pokémon stored in it, as well. It will continue to accumulate steps and watts. The Dowsing Machine can still be used, but the Poké Radar cannot, as no battle could take place. In addition, Pokémon from the route being walked may voluntarily join in the Pokéwalker seemingly at random, taking the spot of the missing Pokémon, essentially being caught for free.

Solution 2:

Yep, this is a normal occurrence. According to Bulbapedia,

Pokémon from the route being walked may voluntarily join in the Pokéwalker seemingly at random, taking the spot of the missing Pokémon, essentially being caught for free.