Select a masonry drill bit longer than the thickness of your CMU wall and equal to the diameter of your hole saw's or core drill's pilot bit. The sleeve's interior diameter must accommodate the diameter of your plumbing pipes. Mount the masonry bit to the combination hammer drill and set the drill to the hammer setting. Press the bit against the wall at the desired center point of the pipe penetration. Activate the drill and bore a pilot hole through the wall. Remove the masonry bit from the drill.
Mount a masonry hole saw or masonry core drill to the combination hammer drill. Use a hole saw for hollow blocks and a core-drill for core-filled walls. Select a hole saw or drill that matches your pipe sleeve's diameter. Set the drill to the driver setting. Press the hole saw's or core drill's pilot bit into the pilot hole.
Activate the drill and allow the pilot bit to guide the hole saw or core drill into the block's face. Hold the drill steady as the hole saw or core drill's rim begins to cut the block. For hollow applications, bore entirely through the block's side. For solid applications, bore at least halfway through the wall. Depending on the thickness of your wall's CMU units, you may need an extra-long core drill or a drill bit extension.
Move to the opposite side of the wall. Drill a corresponding hole through the opposite side of the wall, using the pilot hole to align the bit with the first hole. For solid walls, drill until you meet the first hole at the center of the wall. Remove the drilled core and clean concrete dust and debris from the hole.
Cut an ABS or PVC pipe sleeve to the thickness of your wall with a hacksaw or chop saw and slip the pipe through hole. If the pipe sits loose within the hole, wrap the pipe with pipe wrap to tighten the fit. Cut your drain or water supply piping to size and clean its ends with a rag, emery cloth or pipe brush. Attach plastic drain fittings with solvent welding cement or copper supply fittings with flux, solder and a plumber's torch.
Attach the spray foam's application tube to the nozzle's opening. Insert the tube into the sleeve. Press the foam's button or pull its trigger to apply foam into the interior cavity of the pipe sleeve. Fill the gap between the sleeve and piping with expanding spray foam.