The AT-ST can absorb a good amount of damage, but it's quite vulnerable from the rear, and sometimes you can't see enemy soldiers sneaking up on you. The homing missiles, however, are better for zooming in on particular targets. This smaller Walker lets you take direct control and move around sections of the map, mowing down enemy soldiers using your concussion grenade launcher or the homing missiles. Also, time your shots with the bigger weapons, because you'll only be able to use them a few times. The small laser is sufficient for hunting down soldiers, but use the big one if you want to do major damage in a small amount of time.
Your time in the AT-AT is limited, so focus on the laser fire for the most part. Instead, you can aim its head and use three main weapons – a small laser cannon for ground targets (or vehicles), a big laser cannon that can fry more powerful targets like turrets and an orbital strike, which you can call in for a bombing run. When controlling the AT-AT, you won't be able to control the vehicle directly because it automatically stomps towards the Rebel Base.
The only way to take control of this (temporarily) is to pick up the activator token on the ground, scattered somewhere on the battlefield. Let's start with the big boy in the game, which you'll find in Walker Assault.