Texturing a wall would seem pretty straightforward.. select the whole wall and apply your texture to it.. Unfortunately the default UV Unwrap doesn’t see it that way and will consider each faces are more of less independent. In a wall, the likelihood of having several faces is pretty high, in particular if you have windows or doors in it.
The way to do this is to go in orthopedic view (hitting “5” on the keyboard) then place your view facing the wall (front, or right, etc..).
Go in edit mode, select the faces you want to texture as one.
Go to the UV menu and choose “Project from View (Bounds)”
In the UV editor you will notice that all the faces are projected on the UV Map as shown in the view and you can then play around with the shape to place and scale it the right way.