I've got one in my garden. Built a frame (two sturdy wooden posts sunk into the ground, connected by another horizontal joist). Reinforced the frame by sinking another post in front of each of the vertical ones, and bolting them together. Attached the wall by chains, so the angle is adjustable, and anchored the frame to attachments in some paving with nylon rope, just in case.
Reckon if you want to use a tree, it'll be difficult to keep it stable, unless you actually screw it into the tree, which can't be a good thing. Though I guess it also depends on the size of the wall and the tree.