Just to clarify, only because I don't think you mentioned it: are you using the middle mouse button to rotate the camera around?
For walls,
watch this video (it'll show you how to go back and edit placed walls -- it's a little fiddly until you get used to it).
I also recommend when you've got a spare hour to work through roguelike's tutorial. I found it extremely helpful when I was getting started and found myself running into simple problem after simple problem. It covers a little bit of everything and (for me anyway) does a good job of making the Editor feel a little less intimidating.
Link. (EDIT: The AI bug that roguelike runs into is now fixed, so treat those bits accordingly.)