How can i use a script to automatic place invisible walls around the terrain edges ?

You could either use the V key to align the GameObjects to the terrain in the editor mode or try instatiating new GameObjects based on the terrain position and length in runtime. I've created a simple script that will do it, the terrain doesn't need to have same width and length to make this work:

 public class TerrainBorderGenerator : MonoBehaviour {
     //Attach this script to the terrain containing GameObject
     void Start () {
         //Get the terrain position and size
         Vector3 terrainPosition = transform.position;
         Vector3 terrainSize = GetComponent<Terrain>().terrainData.size;
         //Call the insantiating function
         InstantiateEdgeWidthBorders(terrainPosition, terrainSize);
         InstantiateEdgeLengthBorders(terrainPosition, terrainSize);
     }
     //Since our borders size will be the same, we divide the borders in two cases: Width and Length
     private void InstantiateEdgeWidthBorders(Vector3 terrainPosition, Vector3 terrainSize){
         //We calculate the width offset for our borders 
         //Since our left border will be in the same position as the terrain X position, we only need to calculate the right border offset 
         float zOffset = terrainSize.z;
         //We also need to calculate the X offset of the terrain (wich is the half of it size) to center the borders to the terrain
         float xOffset = terrainSize.x / 2;
         //Since Width borders share same scale... 
         for (int i = 0; i < 2; i++){
             GameObject border = GameObject.CreatePrimitive(PrimitiveType.Cube);
             //As we don't care of the length, we assign 1 in the Z scale
             border.transform.localScale = new Vector3(terrainSize.x,terrainSize.y,1);
             //Now we need to calculate the position of our borders based on our terrain position , we will asume that i = 0 is the left border and i = 1 the right one
             if (i == 0)
                 border.transform.position = new Vector3(terrainPosition.x + xOffset, terrainPosition.y, terrainPosition.z);
             else
                 border.transform.position = new Vector3(terrainPosition.x + xOffset, terrainPosition.y, terrainPosition.z + zOffset);
             //We disable our mesh renderer
             DisableMeshRenderer(border);
             //For clean scene purposes, we will make our borders childs of the terrain and assign them a clear name
             border.transform.name = "Width Border " + (i + 1);
             border.transform.parent = transform;
         }
     } 
     //Same procedure goes for the length borders
     private void InstantiateEdgeLengthBorders(Vector3 terrainPosition, Vector3 terrainSize){
         //Since we are looking for length, we need to change these offsets
         float xOffset = terrainSize.x;
         float zOffset = terrainSize.z / 2;
         for (int i = 0; i < 2; i++)
         {
             GameObject border = GameObject.CreatePrimitive(PrimitiveType.Cube);
             //We don't care about the width, so we assign 1 into the X axis
             border.transform.localScale = new Vector3(1, terrainSize.y, terrainSize.z);
             if (i == 0)
                 border.transform.position = new Vector3(terrainPosition.x, terrainPosition.y, terrainPosition.z + zOffset);
             else
                 border.transform.position = new Vector3(terrainPosition.x + xOffset, terrainPosition.y, terrainPosition.z + zOffset);
             DisableMeshRenderer(border);
             border.transform.name = "Length Border " + (i + 1);
             border.transform.parent = transform;
         }
     }
     //We don't want our borders to be seen, do we?
     private void DisableMeshRenderer(GameObject border){
         border.GetComponent<MeshRenderer>().enabled = false;
     }
 }