A criminal complaint is a statement that probable cause exists to charge someone with a criminal offense, made by a prosecutor. For misdemeanors, it's all that's needed to get you before a judge (traffic tickets, e.g.). For felonies, a grand jury must hear the evidence supporting the complaint (unless that right is waived by the accused) and decide whether or not the evidence justifies an indictment.
It's confusing because sometimes the prosecutor brings the complaint to the grand jury before the suspect has been arrested and he is arrested with indictment in hand. In the typical criminal case, however, a person is arrested before any complaint is filed (the cops find him in a stolen car, for example), then faces an arraignment on the information whereupon the complaint process is started and bail is set, then the grand jury indicts the person being held and he is tried on that indictment.
Walker is facing a more or less normal process. The suspected Al-Qaeda people are doubly screwed. Not only are they not entitled to normal protections afforded civilly charged criminals (federal rules of evidence, e.g.), as "unlawful combatants" they're not even entitled to all the protections afforded the accused under normal military justice. I don't think the accused Al-Qaeda prisoners are the subject of any judicial authority at all right now, even military. I think they are held under rules of combat or some such thing, the idea being that, unlike captured lawful combatants, they represent an ongoing threat. The idea of ongoing threat is crucial because, as far as I understand, it allows the detainees to be treated and interrogated in ways captured lawful combatants could not be (except possibly in extremis, when rules of combat might apply). Once captured, lawful combatants are considered to be "out of the fight" whereas unlawful combatants are not.
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