Those are orders affecting teh executive branch, perfectly legal.
Orders such as Obama’s DACA order, which rewrite statutory law, are not constitutionally permitted, therefore not legal. Similarly, Trump can’t just order the wall built. He’ll need statutory authorization from Congress, along with the appropriation.
It’s not enough that his executive orders will be better ones than Obama’s (which they will.) It’s that there are limits on the power of the executive, and this seems to exceed those limits.
But, as others have said, the law is already on the books to build the wall.
The Secure Fences Act of 2006 authorized the Department of Homeland Security to build nearly 700 miles of double-layered fencing on the Mexican border.
That's enough for President Trump to enact an executive order to act on the existing law, a law that has been ignored by the jerkwad outgoing president. Going beyond that law can happen later, with a request to Congress to create a stronger wall.