Lots of ways to do this. It depends on how thick your wall is.
For a thick wall of more then 2", just cut a piece of 4" PVC pipe about 2" longer then the thickness of your wall. Drill your wall so your pipe fits snug to the hole. Place your pipe through the wall, allowing an inch or so to hang out on each side. Glue an elbow on to each side, pushing the elbows against the wall while the glue dries. Calk or silicone any gaps.
For a thin wall made of wood. Drill your hole so the small end of a 4" male adapter (no threads) fits through snug. Stick the male adapter through the wall and glue an elbow onto the other side. Calk any gaps.
Some pictures below might help explain it better:
Or like this:
