There are many ways you can successfully create the wall.
Carve it from plaster, or foam with a Dremel tool or a scriber.
Build it from scratch using rocks, cork, or kitty litter with glue.
Just depends on how much work you want to go to. Often times I like to do my walls from plaster, foam, or other material Again it depends on what kind of look you are going for as well. A "dry stone wall" can be mean many types of stone as well depending on geographical location as well... It could be rounded fieldstone, cut stone, or odds and ends left from construction of buildings.
There are many comercial products available from Verlinden, Custom Dioramics, and many, many, other companies.