I recently set one of these up for a friend of mine. We weren't sure if he was going to be able to wall mount cause his house is old as hell, but we talked to an electrician who said it should be fine.
If your walls are already dry walled it might not be a bad idea just to get the adhesive panels for wires that stick on your wall. Looks fine ascetically in my opinion and is a hell of a lot easier than doing actual construction. If your content on doing inwall I would probably get better speaker wire as its permanent.
I'd definitely recommend getting wall mounts so you can optimize the location/angle of the speaker.