In S01E01 of Game of Thrones, Eddard passes death sentences on a deserter. In a conversation, the desserter says:
I know I broke my oath, and I'm a deserter. I should have gone back to the wall and warned them, but I saw what I saw.
My understanding is there is only one way to enter Winterfell and it is through the Wall. So how did this guys manage to escape the White Walker without going through/crossing the wall?
Please watch both the videos for the reference: