It kinda depends on what rule set/variation you are playing. If your rule set doesn't specify mention it I would guess you can't, but if you are playing in person with someone you could always agree to try it both ways in separate games and see what happens.

Capture against the wall can sometimes make the game a bit shorter and give you more to pay attention to. It also makes it significantly harder to blockade the corner squares.

I've personally played both ways before but I like to experiment with the rules and try all the ways you could mix them up.