Open, and I think kingdoms and duchies at least will definitely have flags.
regarding walls, besides berlin and china wall I do not remember many people building long/big walls on the borders to divide themselves (not a historian, so may be wrong). Outposts, castles along the border - that's more doable.
So when it comes to CoE, well, one thing I would assume kingdom borders will provide some sort of visual cue like - start of the swamp, mountain range, forest, that indicates start of another kingdom, then the question is - how are you crossing the border? if you are following the road, I'd say most would either have a guardpost at the border or some sort of sign like "You're entering kingdom X". If you are going through woods and find yourself in another kingdom, again you either should know what visual indications you should expect, or, you should ask whenever you stumble in the first city, what kingdom are you in, since, even with different laws, I do not expect laws being something like "you must walk pants less", and if you do get caught doing something illegal in the kingdom, guards will surely notify you x). So if you do get in trouble by breaking rules in another kingdom, it's somewhat on you as it's not that easy as - you went out to pick flowers and suddenly you're in another kingdom, if you are - you traveled for a long time without informing yourself of your surroundings or you live at the border and must surely know where the border is.