I know at least one way it can be done. As you leave MGM, there is a boat dock off to your left. The lake it sits on has a pathway along the right side of the lake (if you were looking out on the lake from the boat dock). That path goes to the Boardwalk area. Once you reach the Boardwalk area, you can go along the boardwalk past all the restaurants and shops, then turn left toward the new Beach Club Villas, turning right before you reach the Villas and entering Epcot through the International Gate. The entire walk will take around 25-30 minutes but has lots of things to see along the way.