Levels in Revit are considered like magnets. If you attach your wall by top or bottom constraints in the wall properties tab when you move a level then any items attached to that level will move with it.
Levels are an important concept to get your head around when starting to use Revit. It is one of the first non-cad conundrums you will be faced with.
On paper sketch wireframe out an elevation and define your primary levels. For example ;
0- Ground Floor
1- First Floor
2- Attic Level
Levels are usually created in the elevation views with Revit, the keyboard shortcut is LL.