Walls rest on top of the sub-floor. These may be constructed of either 2X4s or 2X6s depending on desired strength and insulation.
A wall is relatively easy to build. Simply lay out two boards of the appropriate width; then mark them every sixteen inches where you want to put a vertical stud. Cut your studs to length. Then nail through the top and bottom of the horizontal plates to secure the studs.
Lift the wall into place. I recommend putting up scrap 2X4s to guide the frame into position. Buttress these sections with 2X4s. Nail the corners together, and nail each section of frame into the sub-floor and joists below.
This is the time to install a secret passage. If you weren't thinking about one, you might consider it. They are great for escaping from boring dinner guests.
Some precautions: 1) Don't put a passage on a wall with a window. 2) Do wire it for light. 3) Don't tell anyone about it. 4) Build a passage to a place you might actually want to go: the den on Sunday afternoons or the bathroom after dinner for your evening constitutional.
When the intricate system of walls is complete, nail a layer of 2X4s on top of the entire wall. This is called a top plate and is a vital step in commencing on the ceiling joists.