Then click “Expand.” You now have a crenelated wall.
Depending on the relative spacing, the last crenel might not be the right size. You can use the Direct Selection Tool (A) to select the two nodes on that side of the wall and click-drag them to where you want them to be. Again, hold down Shift to constrain the movement to the horizontal axis.
If you want square towers, you could copy the wall then use the Shear Tool to modify the shape of the walls to fake perspective, but we're going to get a little more complex and make a round tower instead.
First, make a copy of the wall. Each of the walls will be distorted in a different direction to make the front and back of the tower. Set the copy aside for now—we'll get to it later. Select the original wall, and go to Object > Envelope Distort > Make with Warp. In the window that pops up, tick the “Preview” box so you can see the results of your manipulations.
The default setting of Arc isn't what we're after—it slants the sides of the tower. From the drop-down box, choose Arch. The Bend value depends on how high a perspective you want; 27% is pretty good for my purposes, so I'll leave it there. Click OK to accept the distortion.
The tower still doesn't look quite round, so we're going to tweak the corners a little bit. Zoom in on one of the top corners and use the Direct Selection tool to play with the control handles.