foiled twisted pairs cable, ethernet cable
That's called STP. Shielded twisted pair. Unshielded is UTP.
As to your question, there can be a lot of different circumstances where a cable passes through a wall. Generally, if the wall or partition is sheetrock and not rated you can just punch a hole and run your cable through. On the other hand, fire rated partitions will require a sleeve with suitable fire stopping.
As Tom said, usually the building inspector will enforce fire stopping and draft stopping. Other than the little of what's in 300.21 it's not an NEC issue.
-Hal