Physical wall is basically anything that can take a Physical move. Deoxys-D, for example, is one, as it can take a Flare Blitz or a Body Slam with ease, due to its high Defense stat. Skarmory is another, having Sturdy, a nice, reliable Roost, and an amazing defense stat.
a Special wall is basically the same, but instead of using defense, it uses it's special defense. the most notable Pokemons for this are Chansey and Blissey. Due to their extremely high HP stat and their decent Special Defense stat, they can take a special hit or two or 30, if they have the bulk and moves to do so.
Now, it is notable that Physical walls usually have a bad Special Defense stat, while Special walls usually have a terrible defense stat. This leads us to Mixed Walls. one poke that can be considered a Mixed wall is Ferrothorn. With Iron Barbs, it deals with physical attackers by damaging them, and can invest little me in that lower, but still amazing Special Defense stat. As it gets Leech Seed and Thunder Wave, its a reliable way to recover HP, troll the opponent and make them easier to KO with another teammate.
There ya go. its nice to have a wall, but make sure you have a backup for it's weaker defense, or just try running a Mixed wall instead. Good luck out there in battling.