As you place a compound wall in a plan view, you can press the Spacebar to flip its orientation. You can also select an existing wall in a plan view, and control arrows appear: 
. If you click on the arrows, the first and last layers of the wall change position.
Note: Any cutouts in the wall do not flip their orientation. You must change their orientation separately.
For example, doors and windows do not change their orientation when you flip the orientation of a compound wall.
Compound wall as seen in plan view before flipping
Compound wall after flipping (the first and last layers have changed position)