Better picture and local, please.
You probably do not need to put in a concrete wall unless you wish to.
It all depends on what you want it to look like;, heavy 70 to 90 pound free standing rough cut blocks will work just fine but then you need to put a in a good deep solid base.
I use crushed granite.
Once the base is in, it is quick and comparatively simple; it all depends on what you want it to look like.