Most people prefer using a TRX ceiling mount whenever they can because this allows greater freedom of movement. However, it may not always be possible such as when the ceiling is too high or the beams are too weak. In these cases, the use of a TRX wall mount can be explored.
Look for a wall that can bear the load such as masonry wall or drywall with studs. Be sure to avoid wires and pipes that might be hidden inside the wall. It would be best to clear the area underneath the mount. You could use an X-mount directly on the wall.
You could also use a protruding beam such as the ones used for pull-ups to get a bit of distance from the wall. This can help with the exercises that you will be attempting. Test the load-bearing capacity by pulling hard on it before actual use.