I don't get it. What is the purpose of a "wall" unit? If you just want to fill up a grid, why do you need more than one kind of unit? Is the wall just decorative? It doesn't seem to affect anything at all.
a wall can't be destroyed but can attack like a unit, but it must have reinforcements from another unit behind your lines. So the strategy is to prevent your enemies from being able to make walls by placing your units strategically, and if they do make walls to interrupt their supply lines so they can't attack anymore.
I suggest playing, you'll quickly see it's about strategy of taking and locking squares. Walls can't be taken back and cut off chains to other walls.