It worked exactly as the Romans designed it. There were occasional breaches but they were rare and Roman defenses behind the wall made it easy to contain them. Built from stone, 15 feet tall and with forts every mile and towers every 1/3 mile. Impressive engineering but would be vastly easier to do today.

The point is that engineering and building a virtually impenetrable wall across the southern border of the United States, allowing entry only at authorized and monitored crossings, could be done fairly easily. According to the Google, the GAO 2017 estimate for the cost of a 1,933-mile wall along the entire U.S.-Mexico border was $15 billion to $25 billion. (By comparison, Boston's "Big Dig" cost $24.3 billion).

The issue isn't whether building a wall is possible or affordable. The issue is that many Americans just don't want an impenetrable wall across the southern border.