Scott Walker’s aides say his path to winning the 2016 Republican presidential nomination goes through Iowa, a course that hasn’t worked for any other candidate for 15 years.

Only twice since 1976 has the Iowa caucus winner ultimately become the Republican nominee for president after a competitive primary—and not at all since George W. Bush in 2000. That spotty history, combined with Mr. Walker’s decision to adopt more conservative positions to please the state’s electorate, makes Mr. Walker’s game plan an uncertain one…

Complicating matters for Mr. Walker is the fickle nature of Iowa’s Republicans, who, like voters elsewhere, have propelled Donald Trump to the top tier of candidates after his caustic comments about Mexican immigrants.

Before Saturday, Mr. Walker had dodged questions about Mr. Trump. When the New York developer declared John McCain, the party’s 2008 presidential nominee who spent five years as a prisoner of war in Vietnam, “not a war hero,” Mr. Walker finally engaged.

“I unequivocally denounce him,” Mr. Walker said at a campaign stop Saturday in Sioux City.