Well, there is no Roto Brush in PowerDirector, as there is in After Effects. But there are a number of ways to do this effect, depending on how much work you want to put into it.
You could simply cross-dissolve from the video clip of the wall to the video clip of the man in front of the wall. That's a simple way to do it. Other transitions will make him appear in more interesting ways.
More high-level effects would involve using animated masks to reveal him one appendage at a time. But, again, that depends on how much work you want to put into it. If you just want to have the man appear to dissolve through the wall or appear magically, a simple cross-dissolve or transition will do.