You use rock climb on them. You get rock climb on the way to snowpoint city. You have to beat the 7th gym before you can use it outside of battle.
How To Climb Up Walls In Pokemon Platinum?
You have to beat the 6th gym leader
You have to use the HM Rock Climb and you find it in Route 217
On your way travel to Snow point you will find a ball containing rock climb.
If you are referring to rock walls, you must use the HM rock climb.