Rockery = a garden constructed with rocks, esp. one where alpine plants are grown
So there's nothing special about the design of such wall. As always, the nature of the ground must guide the design. It depends on your intent, means available, etc, what will need to be considered when you design your wall. You may make it even a gravity for aesthetics’, but this may even be forbidden in serious earthquake areas ... for which cases, depending upon the plot one would be tempted to lay the garden at some soft slope, with may be only a low final retention wall for debris retention.