Yes, an action. Currently there is no way to scale a shear surface, or even a brick wall that should very much be climb-able.
Of course there isn't, and I would not expect there to be one, because
I suspect it is a coding/resource thing that makes it impractical to implement.
You also can't swim across the river at the start of the game. Because this is a videogame, not a tabletop game, and there is only so much content which can reasonably go in.