No, not unless it's a two-player game, and only one person has read the walkthrough.
Otherwise, it's not cheating, because no one gets an unfair advantage over anyone else. That would be like saying that looking at the cards in Solitaire is cheating. It's not, because you're not playing with anyone else. If you're playing Poker, though, it certainly is.
I usually don't consider using walkthroughs to be cheating, for three reasons:
1. I'm so bad at some parts of video games that I often struggle with areas for days even with a walkthrough. Without one, it might take me a week or a month. There's one game with an area so tough that no walkthrough has helped, and it's been almost a year.
2. On the parts I can get past without a walkthrough, it usually takes me seconds or minutes to find the solution. On the parts I need one for, it ends up being something that would have taken me quite a while to find on my own, or something that will be difficult even with the walkthrough.
3. In certain kinds of games, even if you get past an area, you may end up missing a lot of important items forever that you would have gotten if you'd used the walkthrough.
Zelda can be challenging enough that it stumps you even if you use a walkthrough. I guarantee it.