Why shouldn't he do it? he has done most things he promised, including last week the recognition of the status of Jerusalem which took on a promise that his three predecessors made, but on which only he had the courage to act.
He has confounded many of his critics (some of whom are regularly whining about him on here). Under his watch the US now has booming markets, historically low unemployment; growth at 3% for two quarters; a revitalised military; an energy boom; a sensible withdrawal from the pointless Paris climate accord; rescue of the judiciary from the capture by left-wing activists; reset relations with Saudi Arabia and Israel and made a strong stance against North Korea.
Building a wall (of which quite a lot exists already) should be no problem for Donald Trump, he is a man with a mission.