I've noticed that people can mark certain enemies so they show up through walls. Is this a perk skill or something that any player can do?
For an example, see this section of the video, where the player marks three guards.
Everyone can do it, it doesn't require any special perk. You have to be in heist mode (wearing mask), aim at any special enemy (shield, taser, buldozer) and press your "shout" key (I think the default key is F).
It also works with regular guards, but only while you remain undetected.
You can also mark security fixtures like cameras using the same method.
Additionally, if you view the camera feed using the camera feed asset or the camera feed in the security office if the level has one, this will also mark all guards that are visible by that camera.
Note that the Mastermind tree features an interesting related skill:
SPOTTER
BASIC: 1 point / [...]
Special enemies marked by you take 15% more damage.