well its actually pretty simple
BAsicly what you want to do is plan out the floor plan of your haunt,
THen you want to figure out how many linear feet of walls you have.
Divide that number by how wide you want your wall panels to be, usually they are four feet by eight feet.
So if you need 400 linear feet of walls you need 100 wall panels.
THen you ahve to construct the wall panels. For each wall panel you need a 4 by 8 sheet of ply wood thickness depends on your budget. and 3 2by 4's. NOw you need to make a frame for the wall panel by cutting the 2 by 4s to create a famework that is 4 feet by 8 feet.
Then screw the plywood to the frame, and your done.
Once you have all of these panels made. YOu can just screw them togethor at the side in the desired layout. NOw once you have a few walls up, put overhead bracings on. To do this take any sive wood, the larger the better. And connect the wall panels on the top in several pllaces. The idea is to connect all of the panels so that it is one structure and once it is done it is very solid.
I hope i explained this well, its something hard to explain in word. Better in pictures, something that i dont have.
Their are cheaper ways to make this type of wal, such as using 2 by2 instead of 2 by 4's and using OSB board instead of plywood, many differend ways to do it. Just keep in mind any way you do it, USE SCREWS not nails. Trust me, you will thank me when you are tearing it all down.