Wherever the caster wishes, subject to the spell's limitations. For example, a caster could create a wall of iron starting in the middle of the square in front of them and extending ahead and 10 degrees to the right. The GM gets the fun job of figuring out which squares are passable and which are not, similar to the task they have when plotting out tactical maps in areas where the walls don't neatly line up at right angles on 5-foot grid lines.
Remember that the squares do not exist. They are there to help simplify combat. Fortunately for spellcasters, their spells are not bound by squares (or their boundaries).
On the other hand, the squares do exist for area spells.
Area
Some spells affect an area. Sometimes a spell description specifies a specially defined area, but usually an area falls into one of the categories defined below.
Regardless of the shape of the area, you select the point where the spell originates, but otherwise you don't control which creatures or objects the spell affects. The point of origin of a spell is always a grid intersection. When determining whether a given creature is within the area of a spell, count out the distance from the point of origin in squares just as you do when moving a character or when determining the range for a ranged attack. The only difference is that instead of counting from the center of one square to the center of the next, you count from intersection to intersection.
So the rules are a little schizophrenic about Schrödinger's Grid Lines. Even for line area spells, though, the line can be oriented in any direction. Wall spells aren't area spells*, though, so it's of little consequence.
*at least, the first two I could think of aren't