So if I field vehicles and I use the downloadable scenery from BBG what does everyone think about cover. I can see how an ammo crate gives no cover to a walker but if a walker is behind a large concrete wall then surely it would get a cover save ?

Nope, it wouldn't. The paper walls are no different than the impassable terrain squares that come with the game, rules-wise. They block LOS and offer soft cover for squads, but that's it. Vehicles and heroes will NEVER benefit from cover.

I don't see why vehicle wouldn't get cover, I would house rule vehicles getting only soft cover in buildings...

You don't get a bonus for shooting at large targets in the open, so it makes sense not to get a bonus if part of it is obscured.