Whether a neighbour can build against your wall depends on who owns the wall, whether the works are exempted development, and Building Regulations fire safety requirements. If the wall is entirely yours, they generally need your consent to attach or bear a structure on it, and may still need planning permission depending on the scale of works.
Whether a neighbour is entitled to build against your wall depends first on ownership. If the wall belongs solely to you, your neighbour generally has no automatic right to build a structure against it, attach fixings to it, or rely on it for structural support without your agreement. If it is a shared or party structure, both owners typically have rights and obligations regarding its use and any alterations.
Separately from ownership, any building work close to or against a shared boundary wall must meet Building Regulations Technical Guidance Document B (Fire Safety) requirements, which can restrict how close combustible construction can be to a boundary and what fire-resisting measures are needed. Depending on the scale of the works, planning permission may also be required, particularly if the structure is not a minor domestic exemption.
If a neighbour proceeds without consent where consent is needed, or in a way that damages your wall or affects its structural integrity, this is a legal and potentially a boundary dispute matter, and it is sensible to raise the issue directly with the neighbour first, supported by evidence of ownership, before seeking legal advice if it cannot be resolved amicably.