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no, a planeswalker is not creature, to a degree its more a player, like Lightning Bolt says "deal 3 damage to target creature or player" that u can use on a planeswalker because of the player bit, basically most damage spells that affect a target player can be used on a walker
Planeswalkers have their own unique permanent type; however there are planeswalkers that 'animate' such as Gideon Jura which Terror or any other creature kill spell will work on (do note that Gideon prevents all damage dealt to him).
In the case of Lightning Bolt as wetapthat brough up the MTG Rules are this:
306.7. If noncombat damage would be dealt to a player by a source controlled by an opponent, that opponent may have that source deal that damage to a planeswalker the first player controls instead.This is a redirection effect (see rule 614.9) and is subject to the normal rules for orderingreplacement effects (see rule 616). The opponent chooses whether to redirect the damage as theredirection effect is applied.Planeswalkers are considered permanents and to kill them you can use spells such as Vindicate , Beast Within , Bramblecrush , etc.