No, the Great Wall do not covers the whole China. It is just built in the north edge of ancient China's territory and it was built part by part by several dynasties. For example, the Great Wall we saw today was mainly built in the Ming Dynasty. It started from Shanhaiguan Pass in present Qinhuangdao City to Jiayugguan Pass, the west end in Gansu Province. In the other hand, it is not a simple question to see if the the Great Wall covers the whole China. Qin first united those wall together and decided how long it was to be enough to pretect the empire from intrusion from the north. You proposed an interesting topic anyway. If you are interested, you can learn more about the Great Wall(https://www.travelchinaguide.com/china_great_wall/), such as its history and sections.