In the Armenian language we have an expression "The walls have ears", meaning "someone might be listening to us". Perhaps दीवारें देख रही हैं means "Someone might be watching us".

This is an unusual sentence in English.

In the idiomatic sense. Indeed, many walls have surveillance "eyes" today.

this is from the people who told you that elephant's don't eat grass

I think this course can be a trouble for (only-)English speakers as there is no exact match for phrases and structures. For other languages it may make sense with exact translation or by close analogy.