You will need to enclose any space you don't want to be outside in walls. Walls can only be placed on the edge of each hexagon that has a floor (such as hallways and modules). Walls can not be placed in the middle of modules that are more than one hexagon large.

The cost for walls is only applied per hexagon. That is to say, you can construct a wall on any number of the six sides of the hexagon while only paying the cost once.

Each segment of a wall has its own health. Person sized doors typically are the least sturdy, with walls having an average amount of health. Airlocks are the most sturdy out of the three.