Bullet holes most definitely appear on walls. You probably have detail set to a lower level which eliminates decals, or you're using a Mac. If it's the latter, oh boy...can't help ya there.
You'll all be pleased to know 2.87 has some REALLY awesome looking bullet holes, specifically drawn to suit the material being shot.
You'll all be pleased to know 2.87 has some REALLY awesome looking bullet holes, specifically drawn to suit the material being shot.