It's a definite possibility and so is the resulting liability. However, unless that concrete is a facade or otherwise very thin it will probably stop handgun rounds up to even the .45 caliber size. If he's using defensive rounds (hollow points), then penetration through concrete is reduced even further as they are made to expand and dump their kinetic energy within a very short distance after the expansion is triggered. The bullet damage to the wall is something he will certainly be liable for though, also his new screen door lol.

See the following for an example: https://www.youtube.com/watch?v=qFwntHIWjaw