How to Create a wall of activities (like Facebook wall) in my site, for each user?
You need to give the ability to users to create a relationships.
https://drupal.org/project/user_relationships. You can set up what kind of content is shareable. 

Then using https://drupal.org/project/heartbeat you can get activity streams. 

Really do yourself a favor and get https://drupal.org/node/1849900. It can save up huge amounts of time, allowing you to set up a facebook-like network in a few hours!