I did something like this long ago, when I was ambitious and dreamt to clone Dwarf Fortress, in Space (this was a few years before Rimworld, back when I first toyed with the free version of Contruct 2). The good thing that came out of that foolish quest was learning how to do construction UI and how to use arrays to store jobs/orders for multiple units such as resource harvesting>go to stockpile when full>go harvest some more (with finding idle units and prioritizing them at that). Also I did some wall auto-tiling, fun times.
The trick is to use a tiled background (unless you are using anything other than a square grid) for the build cursor*, but set its position to the grids used by your tilemap by calculating the closest grid-aligned position (gridsize*round(mouse.x/gridsize)). You stop the cursor from following the mouse when the button is held and you set the width and height as a multitude of your grid width/height depending on mouse position versus build cursor position. Once the button is released, you calculate the direction and number of walls to be generated and plug the values into a wall creating loop.
https://www.dropbox.com/s/1njelck019iqk ... .capx?dl=1
*For other grid shapes, including isometric or hex, things get trickier. In such cases you would need to dynamically spawn wall section cursor (ghost) sprites when dragging along a given axis. Or, if you are feeling clever, you could create the maximum visible number of such sprite, index them from 1 to whatever, and set them to invisible by default. Then, whenever dragging is on, you would arrange as many sprites as needed along the line that has been dragged and make them visible after they are positioned. Once dragging is finished you make the invisible. Less messy than creating/destroying ghost wall sections all the time.