Wall mounted heater work through resistors. That is, an electrical voltage line flows through the heating element and as the electrical resistance is found in the heating element, said element is heated. Electric wall heaters will require a special electrical circuit of 120 volts or 240 volts, depending on the size of the unit and the size of the room that will be heated. Electric heaters work by convection or radiant heat: Convective heat uses the natural law that hot air rises and relies on natural convection to move heat around the room. The radiant or infrared heat is different in that it heats the objects and not the air.
Why is this important? Well this can determine where certain types of heaters can be located. A convection heater will need to be located close to the ground level since it has to heat the cold air close to the floor. A radiant heater can be located at the level of the floor or ceiling as it heats the objects like the occupants of the room or the floor or the tub, etc. Wall mounted heater are useful for supplementary heating in small rooms, especially in the bathroom. They are usually embedded in a cavity in the wall between two rails and more often convection type heaters with a motorized fan although some models use a silent radiator with electric coils and reflective rear panel.
Most of these units are self contained and have thermostats included. These units should not be installed on exterior walls due to the conflict with the exterior insulation and the condensation problems that you will have with hot metal on a cold exterior wall. Wall mounted heater look like hydronic baseboard heaters (hot water heaters) but use a heating coil for non-motorized convection heating. The baseboard heaters do not have space or are effective for effective motorized cooling, so they let Mother Nature take care of moving the hot air.