There are many ways to make a wall, depending on what tools and materials you can get. If you are mainly concerned with the surface appearance - I print out wallpaper to put on my set walls, so yes, you could print out a brick pattern. That would look great in most situations.
If you want a real 3 dimensional texture to the bricks or stones, so it catches the light coming from the side the same as the puppets, you can cut lots of little brick shapes from thick card or 3mm mdf. (But if you know how you will light it, the printed image of the bricks can be lit the same way as the set.) Then stick the bricks onto a base, like maybe 12mm particle board. That's ok for one wall, but if you want lots, you would get very tired of making bricks! So you could make a silicone rubber mould of that wall section and cast lots of them. Fibreglass is good. Or sculpt the wall section in clay, make a plaster mould, and cast sheets of brickwork in liquid latex. A friend made lots of stone walls that way, with sheets of latex stone walls that were glued onto particle board walls. (You can see the stone walls here: http://butterfliesanimation.com )
You can also use sheets of polystyrene foam, and carve or press the mortar lines into it, to get the brick/stone texture. But that is doing every wall by hand, no duplication of your efforts like with moulds or with printing.
You can photograph some brick wall, flat on, to use as the image for your printing. Or you will probably find some brick texture online. (Just tried, google "brick texture seamless" and you will find some.) You can duplicate the image and line them up in Photoshop to make a bigger section of brickwork to print. A copy service can print print out on A3 or larger paper sizes.