when using the effect of the wall does the nightwatch character need to have the approriate icons to be placed into the challenge as a defender

The game only cares about whether or not the character has the icon when you are declaring a character as an attacker or defender. The Wall is not declaring the character as a defender, so it doesn't care about icons.

It'd be pretty useless if it did, considering that icons on Night's Watch characters are kind of rare to begin with.