GovExec has a piece on the nuts and bolts of building Trump's wall on the Mexican border. Bottomline, Congress would have to pass an act authorizing the build, and overriding several laws which would stop the project, and provide for funding (can't rely on contractors buying the idea of Mexican funding--at the very least the government would have to guarantee payment).
The author outlines a number of reasons why professionals (engineers, architects, etc.) might shy away from such a project.
I recommend it, though I'm more cynical than the author: if the money is there, some professionals will work on the project.
However, floating around in my memory is the idea that a number of years ago, probably in the Bush administration but perhaps in the Clinton, we were going to fortify the border with high-tech tools, a project which may have failed. Was Boeing involved as a contractor?