It suddenly appeared, just as the one in South America did. Whether it was built by mortals or not is never discovered.
On the other hand, throughout the first season, it appears to be under construction, which strongly implied it's man-made. The Gate appeared, and all of it's joyfully surreal phenomena with it. The wall surrounding it is, in my opinion, a containment field. It also housed PANDORA's facility, or said facility was conjoined thereto, again implying human construction.
I believe the first response has the terms wall and Gate confused.
Although the gates (hell's gate and heaven's gate) suddenly appeared, the walls were constructed by humans to keep the area contained.