In the context of of damage, "any target" is limited to creatures, players and planeswalkers:
114.4. Some spells and abilities that refer to damage require "any target," "another target," "two targets," or similar rather than "target [something]." These targets may be creatures, players, or planeswalkers. Other game objects, such as noncreature artifacts or spells, can't be chosen.
Even if you could somehow target a non-creature/planeswalker, it would not receive damage:
119.1a Damage can't be dealt to an object that's neither a creature nor a planeswalker.
Note however that non-creature permanents can still have damage marked on them, but the only way to do this for them to have been a creature when they took the damage:
119.6. Damage marked on a creature remains until the cleanup step, even if that permanent stops being a creature. If the total damage marked on a creature is greater than or equal to its toughness, that creature has been dealt lethal damage and is destroyed as a state-based action (see rule 704). All damage marked on a permanent is removed when it regenerates (see rule 701.14, "Regenerate") and during the cleanup step (see rule 514.2).