So... that's humor, right? Banksy is playing with ideas about law and ownership. That's part of his art.
Here's The Daily Mail's article — with lots of pictures — about the "Stealing Banksy" art exhibit.
And here's the statement on the banksy.co.uk website seemingly officially distancing the artist from the exhibition and creating dissonance about whether the ownership of the walls is suspect and anyone buying these walls with the graffiti left on them will face litigation and need to come to terms with the artist: