Choose the room where walls thickness should be changed. You’ll see the option of entering the desired thickness at the bottom of the screen. That way you’ll be changing the thickness of all walls in the chosen room.
In case you wish to adjust the thickness of only one particular wall, pick that wall and change the thickness the same way: you’ll find the option for that at the bottom of the screen once you’ve clicked on the wall you want to be changed.
Here's a short video that will help: