There are a few methods:
1. Split Face-Paint; good for quick stidies--but Wall Edits may delete split faces--so not the best solution.
2. Stacked Walls--combine various Wall Types together into a Stacked Wall, each having different Material designations, and heights.
3. Parts--Divide; Create Parts, then create divisions/areas and apply various Materials in a single Wall. Parts may be used to "peel back" the individual "layers" of a compound wall as well. You can even create a 3D View, lock it--and anotate the different Materials using Tags.