All walls are adiabatic by default, unless you change the parameters when you set up the project. You can also set adiabatic status for a specific surface in the "Wall" options of the boundary condition tool, just set the heat transfer coefficient value to be 0.
can you give a bit more information about exactly what you are trying to do?
is heat transfer in the solids enabled?
otherwise you can use wall conditions like amit describes to apply local wall changes, ideal walls are adiabatic but also frictionless