It is not possible with the wall tool. It can be done with library parts but the process will not be so automatic.
You would need to create the wall element with compound curvature and the doors and windows as library parts. You can then automate the 3D appearance with solid element operations, but, since these do not affect the plan view, you will have to make this work with the door & window symbols or fix them it up with patches and 2D work.
The details of how to do this will depend on the actual forms and appearance you want to achieve, and the extent of your GDL skills. ArchiForma may also be strongly indicated.
