You can easily build new Walls by tapping on the Shop (cash register) in the bottom right of the screen and then select the Decorations tab. Here select the button "Object Type" and then "Walls", this will open all the different wall types available to use. You may need to tap on the little triangle to the left of the Decorations bar to open the Decos menu.
The white wall you get for free and the others you will need to purchase with gold coins.
For more help with this please check out our video below.