Purchase expanded polystyrene. This is much like Styrofoam, but sturdier. It comes in sheets, and you can ask for the thickness you want. Ask for a thickness of at least 6 inches so that it will stand up onstage. Online stage supply companies carry this product, as do suppliers for exposition booths.
Carve your polystyrene. Make the shapes you want, including windows, doors, rooftops and any other features that will make your walls more realistic. You can use a sharp knife to do the carving. A steak knife will allow you to make turns and intricate shapes.
Paint your walls. Use acrylic paint, because the polystyrene will accept this paint easily and the drying time is much faster than that for oil paints. Paint detailed features, such as flowers in flower boxes, colored trim and baseboard effects and doorknobs and windowsills.
Brace your walls. Use lumber that is 1 inch by 3 inches. Buy door hinges and attach your braces about halfway up your walls in back, away from the audience view. Cut the lumber so that it reaches the floor when placed at a supporting angle behind your walls. When you want to remove the brace, pull the pin out of the door hinge and it will come apart.