Light travels across space in the form of waves.
In this case, it goes into the wall. Likewise, you can exert an exceedingly small force on a wall just by shining light on it. The amount of light pressure pushing down on this enormous space is far less than the weight of a grape. In classical physics, momentum is a property of all moving objects that have mass. When you ride a roller coaster, for example, your momentum makes you feel as if your body is going to keep going straight, while the car takes a sharp turn.