There are no breakable walls in the game, just entrances hidden by objects (crates, walls, etc) or illusions. There is a pile of packages (IIRC) in Jake's house covering a hatch to his cellar. I don't recall any path there from a different cellar (perhaps a pathfinding glitch got you through a wall?).
There is one cracked, breakable wall in Beyond Divinity, which requires a specific pickaxe (located nearby) to get through.
