There are three piers in Cozumel, so it depends. Nothing is in walking distance of any of them, unless you want to go to the little beach they have created at the Senor Frogs they built by the International Pier. Not a good choice.
Instead, just take a taxi to Paradise Beach, or Mr. Sanchos, or Playa Mia. We went to a great little place north of town on our staff cruise last year, but I think it has closed as it transitioned to a condo resort. Anyway, you won't find a nice beach without having to drive to it. This is a good link
to compare things.