A mosque, or masjid, is a general term used to describe a location where muslims meet for prayer. Mosques come in many forms. Some examples are grand congregational mosques, generic meeting halls with a grid on the ground to face the rows of people towards the qibla, or, in the case of The Wall Mosque, just a chabutra with a qibla wall.
More specifically, The Wall Mosque is considered an idgah. An idgah is a mosque that is generally only used on special occasions, in particular, Id prayers.1
1. Catherine Asher, The Architecture of Mughal India (Cambridge: Cambridge University Press, 1992), xxvi.
Burton-Page, John. Indian Islamic Architecture: Forms and Typologies, Sites and Monuments. Edited by George Michell. Leiden; Boston: Brill, 2008.