How do I connect an old Walkman cassette player to an iMac to copy music?

A USB sound card with an analog stereo input, plus sound capture / editing software compatible with the version of the operating system you are running, would be one possibility.

All iMacs have some form of USB (in addition to whatever sound input they might or might not have). But they go back to 1998 and PowerPC G3 days, so it might be hard finding recording software for the really old ones.

Without any knowledge of what iMac model (model. year and display size) and version of Mac OS installed, we cannot really answer the question. iMacs have been on the market for over 25. years in hundreds of configurations, so we need you to be specific when asking questions.

That Mac does not have an audio input jack. It does have USB-A ports, USB-C / Thunderbolt ports, and a SDXC card slot, and I don't think you're going to have too much trouble finding hardware and software to use with it.

On the hardware side:

Examples of USB sound cards (check descriptions carefully for ones that actually match the search terms!):

https://www.amazon.com/s?k=usb+audio+capture+mac

Examples of portable cassette players with built-in MP3 converters:

https://www.amazon.com/s?k=portable+cassette+tape+converter+recorder+to+digital

If you look on Amazon, you can find many portable cassette players that have the ability to transfer music to a memory card or a USB flash drive.

I doubt if these are the best-sounding players ever made. They probably lack support for Dolby B, C, and S noise reduction; and for selecting the tape type. (Things you used to find on home stereo cassette decks and to some extent, on the better portable players). But this might be another option.