The Greatwall is a quest based location and will only open when the prerequisites are met. Near end-game the Duke will give you a quest to go to the Greatwall. The events of this are covered by the quest Reward and Responsibility and Deny Salvation.
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When you return to this castle outside of that quest, there is little to be done here. A rear exit, a the northern end of the first floor, is actually a way into the Tainted Mountain. That is where you eventually confront the Dragon. Unless you're feeling really lucky, don't go there. Your party should be on very high levels before doing so. Also, finish all of your existing quests before confronting the Dragon.