Minecraft – How to make a vertical slab in Minecraft on Xbox

Slabs can only be placed horizontally. They can be placed either in the "bottom" or "top" half of the space a full-sized block would occupy, but not vertically in the "left/right" or "front/back" halves of a block's volume.

From the wiki entry:

Slabs are half-blocks. Upside-down slabs occupy the top half of their block space rather than the bottom half. To place a slab upside-down, right-click on the bottom of a "ceiling" block, which can be removed after the slab has been placed, or by right clicking the top half of another block, if the player wishes to place it on the side of another double or single slab block.