There is no such thing as a wailing wall. This is a misnomer imposed by non-Jewish people who misunderstood the dinstinctive style of Jewish prayer, and thought it was wailing.
You are most likely referring to the Western Wall in Jerusalem.
The Western Wall commonly refers to a 187 foot (57 m) exposed section of ancient wall situated on the western flank of the Temple Mount. This section faces a large plaza and is set aside for prayer. In its entirety, however, the above ground portion of the Western Wall stretches for 1,600 feet (488 m), most of which is hidden behind residential structures built along its length. Other revealed sections include the southern part of the Wall which measures approximately 80 metres (262 ft) and another much shorter section known as the Little Western Wall which is located close to the Iron Gate. The wall functions as a retaining wall, built to support the extensive renovations that Herod the Great carried out around 19 BCE. Herod expanded the small quasi-natural plateau on which the First and Second Temples stood into the wide expanse of the Temple Mount visible today.