The qibla is the direction facing the Masjid Al Haram, the location of the Kaaba in Mecca. The Qur'an directs that a Muslim must pray in the qibla direction.1
A qibla wall is a wall of a masjid that is at the qibla direction. A qibla wall usually contains a mihrab. All masjids have a qibla. Only masjids with buildings aligned with Mecca have a qibla wall.
1. Qur'an 2:144.