In Revit you can not make loadable family files (.rfa) of system categories like walls, floors, roofs, ceilings from template files like you can other categories.
But you can create a loadable a .rfa file of a system family if you first create it as an in-place family, then save it out as an .rfa file.
Families created this way will appear in schedules of their category (e.g. a Wall family will appear in a Wall Schedule).
And of course you can use the same family across multiple files.
Create an in-place family.
Make the category the system family you want (e.g. Wall).
Save it as an .rfa file (refer here for how).