Plaster is a common construction and art material, usually made by combining clay, cement, lime, or gypsum with water. This sturdy, malleable stuff has been a go-to for humanity for several thousand years.
When it's wet, plaster is easy to manipulate into the desired shape. Dried and hardened, it's very stable, though it can't bear bear heavy loads without some internal framing structure.
It can be formed up on site, or installed as pre-constructed sections attached with fasteners or adhesives, and it provides some insulation, which can help cut down on heating and cooling costs.
Plaster is relatively unexplosive, but it can still be dangerous. Its reaction with water causes heat, so you should avoid getting too much on your hands when mixing it up. Some varieties also contain materials that can be dangerous to inhale, so work with a protective mask when its in powder form.