I know this is a weird subject to talk about, but don't mind too much about specific numbers.

1. Let's just say that this vehicle has a mass of your choice (a normal car, for example) and has a turbine on its back, like M35 Mako from Mass Effect.
2. This turbine (which you can exclude weight, fuel etc) is able to redirect its direction.

To climb this wall, the energy required to keep this car on the wall, so the wheels can have more traction, and thus, be able to climb it, should be at least strong enough to lift the car itself?

The direction of the thrust is also important? It should be thrusting downward (so, lifting the car), or in the direction of the wall, so the tires are able to have a better grip on its surface? Or both?