iam gonna start planning and drawing.. to make a map of how i want it to be, including facilities and armorments, cities, walls, keeps, farms, etc

im really enjoying this

can i build a wall where there is no city? as to pre-emp stop a incoming army, and set up a few main roads that leave out of the nation for trade and such? if so how much would this cost(i understand it is something to be done when far into the game, but i dont really need airships that much )