As you say, walls cannot be 'stacked'. But other objects can, such as a box. Not knowing exactly what you want to do, you could export wall elements as .obj files, and re-import them, then you would have the 'walls' as stackable objects.

Or you could use the Shape Generator plug-in or other software (such as Blender, AoI etc).

It is, btw, possible to make various cut-outs in a wall to, see the blog post
How to create a hole at the bottom of a wall