I think the question is formed in such a way that the organism under examination is hypothetical. Some Archaebacteria do have cell walls made of different types of polysaccharides which is what cellulose is so it might not be far fetched for a newly discovered organism with cellulose cell walls to be considered archaebacteria especially considering the environment it was found it. Eukaryotes, protostomes, and deuterostomes are obviously wrong. It wouldn't be eubacteria because their cell walls are peptidoglycan and they wouldn't survive in such an environment therefore it must be archaebacteria.
Of course, the questions could just be messed up and everything I said is meaningless. I did that question this morning and above was my thought process.