They could make those large prefab concrete barrier walls right there on the border. No need for driving them too far.
Yes, It can be done. It won't be the most economical way to build a wall.
It seems to me that pouring in place would be much cheaper.
Heavy Lifting: Precast Shells Require World’s Largest Equipment
http://precast.org/2010/11/heavy-lifting-precast-shells-require-world%E2%80%99s-largest-equipment/