Does anyone know about the station walt was taken to? And does anyone know about the brick wall sayid found at the others temporary camp?

I don't think they ever explained where Walt was taken to. There was a "Missing Pieces" episode that showed Walt locked up in the same room Carl was locked up in during Season 3 (the brainwashing room).

The others built a fake dharma door in the rock and when Sayid opened it there was nothing there because everything in that village was for show.

I don't remember them ever showing where Walt was.. I must have missed that episode.
I don't remember the wall thing either.. jeez you miss one episode and you will never know what is going on.
I love Lost but it is confusing as Hell

The room Walt was taken to was "Room 23", the same room Karl was taken to. In a Lost mobisode (also called "Room 23"), Juliet tells Ben that they can't keep Walt because he's dangerous. Outside of Room 23, there are a bunch of dead birds near the window, a reference to the season one episode "Special" when Walt was looking at a picture of a bird and then, somehow, that same type of bird flew into a glass door and killed itself.

As for the brick wall, the Others set up a fake Dharma station/Others' village to distract and lead Jin, Sun, and Sayid away from where they wanted to go. With those three there,it gave the Others time to kidnapp Jack, Sawyer, Kate & Hurley.
(I'm pretty sure, lol. It's been a while since I've seen that episode :S)

The Door is the fan name given to a set of two metal doors, with a DHARMA Initiative logo on them, seen in the episodes "Three Minutes" and "Live Together, Die Alone". The Door is located below a remarkable rock formation next to the coast and was thought to be the entrance to another DHARMA Initiative station. Yet, when the Door was later opened by Sayid (see list of station explorers), he discovered that there was only solid rock wall behind it. While the Door was used as part of a deception by the Others against Michael, its original purpose, if it even had one, is unknown. The Door was first seen by Michael when he was kidnapped by the Others and brought to the decoy village. At that time it was guarded by two armed Others.