Striker Walker, 19, made his Forest debut in March 2015 and has gone on to make 21 Championship appearances, his only goal coming against Brentford.
Defender Ntlhe, 22, played 89 times for Posh, has one South Africa cap and signed a deal of undisclosed length.
Forward McKirdy, 19, has yet to make a first-team appearance for Villa.
Meanwhile, defender Shaun Donnellan has returned to parent club West Bromwich Albion after having his Stevenage loan cancelled.
Find all the latest football transfers on our dedicated page.
Stevenage have signed Peterborough's Kgosi Ntlhe on undisclosed terms and Nottingham Forest's Tyler Walker and Aston Villa's Harry McKirdy on loan.