Let $(\Omega, \mathcal{F}, P)$ be a probability space. Let's define a stochastic process as a function
$$ S: \Omega \times \mathbb{R} \rightarrow \mathbb{R} \\ \omega \times t \mapsto S(\omega, t) \, . $$
It makes sense that at fixed $t$, $$X_t(\cdot) \equiv S(\cdot, t)$$ is by definition a random variable. However I don't understand what is the meaning of $$X_\omega(\cdot) \equiv S(\omega, \cdot) \, .$$ An example could help. How do we fix $\omega$ in, for instance, a random walk or in the Gaussian noise? If we fix $\omega$, doesn't it imply that we will always get the same value for $X_\omega(\cdot)$?