"Climb Walls", is the thieves ability to scale walls, lower his/herself down a rope, etc. No crpgs that I have played incorporated that into it. Keep in mind that this is based on 2nd edition and prior PnP rules. Third edition uses something else.
There was a discussion with the Bioware concerning the climbing walls in BG II prior to BG IIs release. (It may be on this site, check the news archives) Bioware programmers stated that it would not be included in the game. IIRC something about not being able to put it in due to the infinity engine being 2d.
I believe it has been instuted slightly, something to do with moving a thief close to a wall or high object and being able to see around/through it. I may be wrong, but I recall reading that somewhere.
The waves came crashing in like blindness.
So I just stood and listened.
It's an additional thief ability from the 2nd edition "Skills and Powers" player option book. Like ltldrgn1 said it describes a thief's chances to climb a "normal" wall using a rope etc.