It is, along with Omaha, one of the Midwest Express Airlines hubs. Distances between gates are easily walkable, and there are some moving sidewalks, although they are rather inconveniently located one flight below the gates level. That's true, but it is no reason to let down your guard.
Crime exists everywhere.
Take the same precautions against theft as you would at any airport. A freeway exit leads directly to the terminals. To reach the airport from Chicago, take I-94 West to the airport exit. The baggage carousels are directly across the drive outside the check-in area and can be reached from the main concourse without venturing outside. Arriving passengers will find a variety of rental car companies located in the baggage area.