Jews generally do not wail. Perhaps you are asking about the Wailing Wall in Jerusalem? That is the most accessible remaining piece of the Temple in Jerusalem that was destroyed by the Romans in the year 70. It isn't the Temple itself, but just the retaining wall that held up that side of the terrace around the Temple. Still, huge portions of the Jewish liturgy are focused on the Temple. Jews are supposed to face the Temple when praying, the daily prayer services in the liturgy serve to recall the sacrificial services in the Temple, and the Hebrew scriptures is, in large part, a history of the Temple. There is much more to Judaism than the memory of the Temple, but much of the rest is layered on top of that memory.
There is no such thing as a wailing wall. This is a misnomer imposed by non-Jewish people who misunderstood the dinstinctive style of Jewish prayer, and thought it was wailing. Also, the wall is not scared of Jews, but it is sacred to Jews because it is the last remnant of the outer retaining wall of the ancient Temple.
The Wailing Wall is in fact a small remnant of the wall that surrounded the Jewish Courtyard at Temple Mount. Jews pray there because it is believed to be sacred and the wall is filled with prayers written on to slips of paper. The wailing refers to the tears that the Jews have cried for the destruction of their culture.
when the days are cold
We don't necessarily have a "holy building" we have a Synagogue which is a house of prayer and study etc. The ruined Temple in Jerusalem is the only building particularly sacred to Jews. That's what the Western Wall or Wailing Wall is, the last visible remains of the Temple.
The term "wailing wall" is a misnomer, resulting from the first British soldiers observing Jews praying at the wall (they thought the Jews were wailing).The correct term is Western Wall, and it is called ha Kotel ha Ma'aravi (הַכֹּתֶל הַמַּעֲרָבִי)
The Western Wall is located in Jerusalem, Israel. There is no such thing as a wailing wall. This is a misnomer imposed by non-Jewish people who misunderstood the dinstinctive style of Jewish prayer at the "Western Wall", and thought it was wailing.
The term 'Wailing Wall' was used by British soldiers in reference to the Western Wall of the Second Temple in Jerusalem. The term 'Wailing Wall' was an insult against Jews, implying that when Jews pray they wail.
There is no such thing as a "Wailing Wall". That term was mistake made by non-Jews when they first saw the Jewish style of prayer. It is called the Western Wall or the Kotel. You do not hear wailing at the Western Wall. You hear Hebrew prayers.
There is no such thing as a Wailing Wall. This is a misnomer invented by non-Jews who didn't understand the Jewish style of prayer, and thought the people were wailing. Jews go to the Western Wall, or Kotel, to pray and commune with God. There is a tradition of putting scraps of paper containing prayers into the wall.
Torah
No, Jews do not hold any animals as sacred. However, there is symbolic significance to some animals.
The "wailing wall" is a popular term for what is more formally called the Western Wall -- in Hebrew, ha-Kotel ha-Ma'aravi, or the Kotel (the Wall) for short. It's an outer wall that remains from the second Holy Temple of the Jews, destroyed by the Romans in 70 CE. Though it wasn't actually part of the Temple itself, it became an important place to Jews because of its association with the Temple, which was their most sacred place in ancient times. Between 1948 and 1967 the Kotel and the entire Temple Mount were under Jordanian jurisdiction. Jews regained access to it after Israel won the Six-Day War in 1967. The fervent way Jews prayed at this holy spot caused non-Jews to create the nickname "Wailing Wall." Most Jews consider that term flippant or disrespectful.