The sun. But at the center of our galaxy (Milky Way) is a supermassive black hole called Sagittarius A- star
A wall stands using gravity. It is constantly being pulled down. Many also place them in ways that they dig into the ground, and almost make a socket just for the wall to be placed, using the land that is there. More and more walls are placed and eventually, they make flooring and a roof.
Hope that helped!