A prokaryote is a single-celled organism that lacks a nucleus and other membrane-bound organelles.
A cell wall does exist in prokaryotes.
In the vast majority of cases, it is identified outside of the plasma membrane.
The cell wall is made up of peptidoglycan, a polymer of modified sugars (N-acetyl glucosamine and N-acetyl muramic acid) crosslinked with short peptides that makes up the cell wall of prokaryotes.