Hold the control or shift button with your left hand while moving pieces with your mouse with your right hand (this might be reversed for left handed people).(
By doing this you can hold objects against wall surfaces or flat surfaces while moving them (vertically). Remember that your map is made of cubes of space, each cube has 6 faces, northwest, northeast, southwest , southeast, top and bottom.
Some times checking "disable clearance checks" in the cheats menu will help to make it easier to place pieces too.