I caught a minute of him talking, and he's really trying to tell people that he's going to build a wall across the entire Mexican/USA border?
There are massive issues, not least that you'd need more than just a wall. But this is not just Trump stupidity, this is Trump jumping aboard a more general wave of stupidity. Lots of Republicans and non-Republican conservatives believe in "building a wall" or "securing our borders".
Here's an example of the East German border fortifications:
As you can see, they had two walls, plus an inner patrol road. Imagine the expense of building that along the entire US/Mexican border (which, unlike the Inner German Border, contains several mountain ranges, and for extra fun a national park).
Even if we set aside the expense, the East German 'solution' might not scale. The Inner German Border was 1400km long, and manned by 47,000 border guards. That's about 33 guards per kilometre. The US-Mexican border is 3100km long, so it would need nearly 100,000 border guards. The current US Border Patrol has just over 21,000 troops.
And of course the East German border guards had the immense advantage of support from the East German internal intelligence community, which conducted extensive surveillance of society at large. They were also able to impose a curfew on everybody living within 5km of the border and prevent everybody else coming within 5km without a special permit.
And the irony is, even with these massive fortifications, huge border patrol and even larger surveillance apparatus, curfews and permits to even come near the border... the Inner German Border still wasn't "secure". People still got across.