At the location where a pipe goes through a building wall, should I consider it as anchor point or a friction factor should be input?

Thanks,

That sort of depends on how the pipe goes through the building.

If someone just punched a hole in masonry, then the restraint is a vertical and a horizontal (perpendicular to the pipe axis) restraint pair. In this case you should model friction.

On the other hand, if the pipe passes through a piece of steel (rigidly fixed to the frame), and the pipe is welded, then this is an anchor.

There are all sorts of variations between these extremes. Someone needs to make a decision about this.

It should be noted that most wall penetrations have large gaps, so in many cases the pipe never contacts anything where it passes through the wall. But the effects of such things as fireproofing, sleeves, boots, and other goodies should be considered by the analyst.

Also note that similar considerations apply to floor penetrations.