Check out
this page from the MIT Biology Hypertextbook.
Prokaryotes have a cell wall composed of peptidoglycan, a single large polymer of amino acids and sugar. Many types of eukaryotic cells also have cell walls, but none made of peptidoglycan.
That must be what they mean. Obviously a cell would have a boundary, and it might be called a wall no matter what the composition might be. Sagan's Origin of Life buddies were always trying to find a chemical process that would create that first cell boundary of the first cell.