Only the new Siege weap can attack players (the Swoop Cannon) That said it cannot atk Walls, doors, or anything OTHER than Players. (and it does MAJOR damage to players)
The Wild Hog Cannon and the Siege Golem can ONLY attack Walls or Doors, you can shoot the Hog Cannon at Walls and Doors but if you try to use a Siege Golem to attack a wall you'll get it stuck in the moat :)