Oklahoma City is built around the car. The city is 1,600 square kilometres in area — among the largest by area in the United States — and most of the things worth seeing are spread out across that footprint. A rental car is the only sensible way to do a thorough visit.
That said, downtown is more walkable than it looks. The OKC Streetcar runs a 7-km loop through Bricktown, downtown, Midtown and Automobile Alley, and is a useful way to move between districts without driving and re-parking. A single ride is around $1.50, an all-day pass slightly more. The bus system (Embark) covers the wider city but is slow and infrequent; visitors rarely find it worth the effort.
Uber and Lyft both work well in the city. Cycling is comfortable on the Oklahoma River trail and increasingly viable in the downtown district, where dockless rental bikes are widely available.