Do air conditioners in mobile homes condensate through the wall?

Question

I just went into my closet that shares a wall with the a/c and i got some papers out and they're damp.  Then, I notcied on the other wall that there's a grey dust on the wall that has an odd odor.  I'm goin to call the a/c repair man tomorrow morning, but I was just wondering if anyone had any idea what's going on.  It's a central air conditioning system, not a wall unit. Thanks xoxo (: