The logical thing is to make an appointment. If the Cp won't accept appointments don't think that they are the be all and end all - owners - ops manager - senior pilots - engineers even the receptionist may be of help to get your resume on the desk at the top of the pile.
It's funny how a little research goes a long way though. Ring ahead to find a suitable time to just drop a resume off... Just a resume nothing more. Then when you drop it off try make an appointment be as polite and professional as you would expect to be treated ( may not be very much for some) and you should be in a better position. Try not to rush visits...
Hope this helps someone
cheers