With some chins, using urine guards will save your walls. Chins very often like to pee in a corner or two of their cages. This is very often a back corner. They will back up and think they are peeing in the cage, but the urine will go outside the cage, hitting the wall or floor behind the cage. Urine guards will prevent any accidents from happening. We have many chins that never pee outside their cage and some that do. You can buy urine guards at some pet stores or through internet resources.
If you choose not to use urine guards and you want to protect your wall in case of an accident, you can put a piece of plexiglass against your wall or use a clear shower curtain. Just make sure the cage is not close enough for the chin to be able to get to these things.