I would suggest doing an online search by model number for your fridge schematic. That will show you were all the components are to avoid drilling them. In most cases you should be able to figure it out without that step, but it is a simple way to play it safe. In many older units you can easily see the coils inside and that usually means the sidewalls are just metal & insulation. If you are really paranoid about drilling, start with a very small diameter bit and drill lightly and slowly so you could feel any resistance. Then you can poke around inside with a thin wire or paper clip to make sure.
You could also post a photo of the inside & model number to ask others what they think. My older 1980's GE was a 2 minute process to run the line through the sidewall.