Soldier has favourite railing (7)
I believe the answer is:
parapet
'railing' is the definition.
(I've seen this before)
'soldier has favourite' is the wordplay.
'soldier' becomes 'para' (short for paratrooper).
'has' is a charade indicator (letters next to each other).
'favourite' becomes 'pet' (synonyms).
'para'+'pet'='PARAPET'
(Other definitions for parapet that I've seen before include "Low wall along the edge of a balcony" , "Low wall along the side of a bridge" , "Wall edging a roof or bridge" , "Wall at roof's edge" , "Fortification consisting of a low wall" .)