You can set the thickness of both interior and exterior walls by selecting the walls you want to adjust and clicking on Set Wall Thickness in the Adjust Wall palette section of the SmartPanel to the left of your drawing area.
You can also Set Wall Thickness in the right-click menu with a wall selected.
By default, interior walls are set to a 4" thickness and exterior walls are set to 6". You can specify new values for each and your walls will automatically adjust.