A lot depends on what type of wall it is,Ie cavity,,,solid brick,
concrete, as in prefabricated, etc, one option is to use a vent ,if one is already in the room, having one fitted in the window glass is maybe another way round it, iff it's just an ordinary brick wall then, pauln90 s way could be best.
Mark the hole including centre then drill a series of 10 mm holes with a masonry drill approx 100 mm long all round the circle through to the cavity also drill right through the cavity to the inside on the center mark make sure you clear any internal electrical cables and pipes etc then join diameter holes up with cold chisel to gently remove material then do the same on the internal wall using prior drilled centre hole as your guide HTH Tez
Agree with Tez - if you are doing a one-off DIY this works. Its overkill to buy a core drill for a single application - this is what a tradesman uses. It will take time to do, but it depends how much money you want to throw at the solution.y
My walls are 22in sandstone, clay and rubble filled. Any kind of drill will end up getting jammed when rubble falls into the hole the drill-bit makes, as I've found out! In this case, hammer and chisel from both sides was the only answer.
As mentioned - it depends on the type of wall.
Phone around a few plumbers or drain people for a quote - the cost may not be much more than for tool hire, and you'll be getting a professional to do it.