Data throws his combadge at the wall in Ship In A Bottle to show they are in a simulation; however, shouldn't the combadge have continued on in the simulation? If this isn't so, how does Data know where the wall of the Holodeck is, and if he can see the wall of the Holodeck why doesn't he tell Picard beforehand?
This is a simple one,
The com-badge is real (data was wearing it when he entered), if he had thrown a holographic com-badge it would have passed through the wall as you say
As for Data knowing where the wall is:
A: He has shown in the 1st episode he knows how close the wall should be (until he suspected it was the holo-deck he hadn't bothered to work out where the walls position would be). It is entirely possible that that when the realized its a hologram, that he simple recalled every step they took since they entered: and where the wall should be in relation to that (he is an android and could remember that)
B: He knows how big the holo-deck is anyway, he could have thrown it hard enough to reach across the whole room, and the wall was just closer than that