Momentum is $p = m v$, so it does have to do something with speed in the sense that it is proportional to it. However, you can have a different momentum with the same speed and vice versa.
Take a bullet that has a mass of 3 g and a velocity of 370 m/s. Then theits momentum would be about 1 kg m/s. You get the same momentum if you take a pack of flour (1 kg) and let it have a velocity of 1 m/s. Both can transfer the same momentum to something else. If you use both to knock something off, the force would be comparable.
If a car hits a steel wall and stops, theits momentum goes into the earth, which will rotate a tiny bit faster. The total momentum is conserved, so the wall (which is attached to the earth) has to carry the momentum that the car had previously. Since the mass of the earth is stupendouslyenormously greater than the car, the difference in speed is almost zero.