The splines should work as objects in game, I.e walls will act as cover and can be crushed. The wall mode just pushes the ends of each wall section together so there is no gaps.
Once you have placed your splines you can edit the state of certain sections, by clicking on the 'edit state' button in the 'current' (when an object is selected) section of the object spline tool. This will allow you to create sections that are damaged, i.e. broken down fences.
This page should give you plenty on info on splines http://www.coh2.org/guides/10390/worldbuilder-the-spline-tool-in-detail
Hope this helps.
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#Steam AliasWL%Streak
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