A wall charge is a charge deliberately aimed at a wall. It is associated with two things.
Charging at a wall makes the robo invincible while usually remaining stationary (if the particular charge is direct attack). While hiding behind the wall, the robo is mainly still vulnerable to bombs, so bombs directed at the robo's position can be avoided in this way as a last resort.
During online play, hit boxes are broken. Most every robo has a distorted hit box, which lets its charge attack hit right through walls. If the wall is thin enough and the opponent is right up against the other side of the wall, the charge will hit.