This is my second question regarding installing my power inlet box. Initially, I was going to install this on my vinyl siding, drilling a hole through the rim joist. I've now reconsidered. My transfer switch is in my basement right behind the cinder block foundation. If I mount the inlet box right on the other side, there will be no visible wire and will look a lot neater.

So here's my question. Can I put the wire right through the cinder block or do I have to put conduit in the cinder block first? And if so, do I have to use PVC conduit or metal? I live in Westchester, New York if that matters any.