you cannot build a wall without another wall or ground below.
check:
http://www.dwarffortresswiki.net/index.php/Wallthus - unfortunately - true (not entered through cellar) castles are impossible also. or, at least, i've never managed to build one.
Thought I've done this before. I'll have to go start a fort and check again.
EDIT:
& Kate replied. I thought so. Still, going to recheck.
EDIT2:
Checked & verified. Floors provide support for adjacent walls. I have a small 3 wide constructed path handing off a cliff with walls along the sides. I even left a gap in the walls at one place, to assure that it was indeed the floor holding up the walls, instead of the other walls.
As to Fish of Muu... It does not collapse because dwarven architecture does not follow the laws of physics. It's that awesome. For a drawbridge...
wallwallwallwallwallwallwallwall
floorfloorbridgegoesherefloorfloor
wallwallwallwallwallwallwallwall
Kinda like that.