We construct strongly walk-regular graphs as coset graphs of the duals of codes with three non-zero homogeneous weights over $\mathbb{Z}_{p^m},$ for $p$ a prime, and more generally over chain rings of depth $m$, and with a residue field of size $q$, a prime power. Infinite families of examples are built from Kerdock and generalized Teichmüller codes. As a byproduct, we give an alternative proof that the Kerdock code is nonlinear.