It's any accommodation in the centre of Lindos (narrow streets that can't be reached by coach).
I wouldn't worry though they are v efficient with this service now and more often than not by the time you've been walked to your accommodation, the luggage has already been delivered and is there waiting for you, if not it's v soon after. If you're really bothered about it they will let you walk with your luggage but you're on holiday - let somebody else do the hard work!