As Admiral8Q said, all walls on the same level have the same wall height.
In order to do as Admiral8Q said, you can build a 2-story building, delete the ground floor/main level. Then with the arrows to raise/lower foundation, drag the 2nd story room down. You may have to work with terrain tools so the room doesn't float. You'll then have to do something similar with the roof. KateEmerald did a tutorial a long time ago on her channel. It explains it better. I'll see if I can find it.
Edit: Sorry, I was mistaken. It was a tutorial for something else. I did find a tutorial for using roofs on halfwalls though.
You can also adjust the platform height up or down in one of the buildings. I don't have Horse Ranch so I don't know how good routing is with horses. I would suggest using platforms in the main living space. Any area the horses aren't going may need to be flat.