There are five Naturkompaniet in Stockholm and four of them are quite central so you can visit them all quite easily.
If you start your walk from Stureplan (where all the posh kids hang out at night) you walk Kungsgatan due west. Then there is one shop at Kungsgatan 4, further down the road at number 26 there is another shop.
After your visit at Hötorget even further down the street, you go back and turn north on Sveavägen, the big street just before Hötorget. On Sveavägen 62 there is a shop and further up Sveavägen there is another (its actually on Odengatan but has windows towards Sveavägen. If you walk even further North you will end up at another shop called Terrang at n
132 (
www.terrang.se) formerly known as Military Shop. They have more military kind of gadgets and gizmos and sell lots to military and police.
You can start at Sergels torg as well. Walk north across the street parallell to the big steps and you end up at Hötorget. Or ask a local.