I use colliders and rigidbodies for my player and a wall but my player can move through the wall

The point of Kinematic bodies is that they don't respond to external forces such as gravity or forces you apply but also this means they don't have a collision response so you should expect the above.

If you want a collision response then use a Dynamic body. For stuff that doesn't move you should use a Static body (Rigidbody2D set to Static BodyType or don't add a Rigidbody2D which sets it as implicitly Static).

Don't go setting the Transform on a GameObject with physics components on it. When you add a Rigidbody2D you're asking for it to control the Transform; use its API to move either with its velocity, adding forces, using MovePosition/MoveRotatione etc.

Note: There is a Physics forum for this stuff which might help. There's also a 2D physics basics tutorial here but there are lots online.

 

You should provide some information on what you're doing and your set-up otherwise it's impossible to tell you what you're doing wrong.

 

Those images show you making a wall as dynamic (movable) and the player as Kinematic which isn't what I suggested above.

I would suggest you take a look at the physics tutorial I posted to get you started.