Hello and welcome to the Modding Union forums,
Goblins aren't out yet, they haven't been completely converted to the 4.X system. They will be released in a later patch at some point after 4.5
You can no longer build walls in a free build style like in 3.8.1. If you want walls then you can play maps with Castle as starting positions, most factions have walls on their castles and camps.