Yes Walmart Pay does work with Walmart Self Checkout registers.
There should be an option on the screen to use Walmart Pay and then you just follow the instructions on the screen to pay for your items at Walmart Self Checkout.
Walmart Self Checkouts also accept Walmart gift cards, most major credit cards, debit cards, and EBT cards.
After scanning your merchandise you can then select the option to pay and there should be an option to pay with Walmart Pay from your device.
If you can't find the option or figure out how to pay with Walmart pay you can ask a worker at Walmart who should be monitoring the self checkouts and they can help you pay with your Walmart Pay.