The meaning is the same but it could be translated as ele joga a bola contra a parede. This sentence is perfectly normal in Portuguese.
I don't think so. Just because we have multiple meanings for the word "play" and likewise the verb "jogar"
I can play the piano (eu sei tocar piano)
I play videogame (eu jogo videogame)
Eu jogo futebol (I play soccer)
Eu jogo o lixo fora (I throw the trash away)
I think in English, the word "at" in this context, is equal to "toward", similarly to "look at" a wall. I wonder if "to throw a ball to" inplies that it could be received or caught but "throwing something at somebody or something", does not involve an expectation that it is caught. What do you think?