Is there anyway to build one obj file then read it ?
Yes, there is.
or we can draw it directly?
Yes, you can.
There is no point in building new obj file. You can draw it dirrectly.
But I don't understand what do you exactly want to do? Why does the method only take width, height and depth? Don't you need to specify the coordinates at which the wall will be build? As I understand this would be 3D wall because of the depth component. So it should be as simple as drawing a scaled cuboid.
You do know how to draw a cube right? If you do, then we have no problem.
Could you give me a little more details on what exactly is your problem? Do you use OpenGL ES 2.0, or 1.X? How have you implemented your rendering system?
Sorry for being not very helpful.