Jewish people pray and worship at a synagogue, which may also be referred to as a shul or a temple. In Israel, Jews also pray at the Wailing Wall, even leaving prayer messages tucked into cracks.
Synagogues allow Jews to gather for community prayer, especially the group prayers that must be said in a minyam, or 10-adult quorum. While Jews can say daily prayers anywhere, Jewish teachings are that group prayer has more merit. Synagogues also function as community meeting houses and headquarters for charitable works.
The Wailing Wall or Western Wall is the last remaining part of the Second Temple destroyed by the Romans. The Temple was built on the site of the first Jewish house of worship.