You need some drainage material behind the wall, but basically to make that sort of a wall you make a thick bed of concrete with remesh and shove rocks into it.

OR, still with drainage material and remesh, start at the bottom level with a layer of concrete, lay a row of rocks in it and partially cover it with concrete. For stability, they have to be about 2/3 buried in the concrete.

To keep the free end clean, pack damp sand around it before you do the next level. When the concrete has hardened and cured, remove the sand and wash it clean.

I've also seen people use wet newspaper packing to protect the free end of the rocks.