How many cells thick are the walls of the capillaries?

A cell wall surrounds a single cell membrane. A cell wall is a tough, usually flexible but sometimes fairly rigid layer that surrounds some types of cells. It is located outside the cell membrane and...

There may be as many as primary, secondary and tertiary.

the capillary walls are only one cell thick so that oxygen and other nutrients and waste can pass through them easily into the tissue and other cells that surround them.

there is one cell wall in each cell

the leaf of the moss is one cell thick..