the game is a bit different from the previous command and conquer series the closest thing to a wall are the base defenses. if you need wall you can pre-build them with the official map-builder however unless you are running under bootcamp or emulation then even this is not possible. as there is not mac version that i am aware of.
sorry to disappoint you, however the wall was not included in the new C&C either to promote faster gameplay rather then turtling.