Really? I do so love it when Gentiles hold forth on what the Jews believe. I prefer to go to the source, in this case, Chabad.org
Basic History of the Kotel
The wall we call today the Western Wall, while not a part of the Holy Temple itself, was part of the Temple Mount retaining wall that Herod the Great built in the 1st century BCE when he ambitiously expanded the Temple Mount and renovated the then-dilapidated Second Temple.
When the Romans destroyed the Temple in 69 CE, this wall was not destroyed. And nearly two thousand years later, the wall still stands.
BTW - LOL.
I have this funny notion. If I want to know what a Roman Catholic believes, I go to an RCC site. Same with the Methodists, Mormons, and, if you can imagine it, Jews.
Here's what they jave to say on the topic: (Chabad.org again)
Jews throughout the ages have visited the Western Wall to offer prayers at this holy location, because, our sages teach, the Shechinah (Divine Presence) that was manifest in the Temple never departed. Furthermore, access to the holiest site in the world, the Temple Mount itself, is prevented by the mainstream understanding of Jewish law, which forbids entry to the Temple site while in a state of ritual impurity. Thus the Western Wall constitutes the closest possible point to the "Gateway to Heaven."
Anyting else I can help you with?