I’m not sure about what the “in the wall” represents on the marketing; most likely just a reason to charge more for the same cable by adding a sticker to the package.
That said, there are “plenum” rated cables that [U]are[/U] different. Not electrically; the outer insulation is different for fire code reasons. This comes into play in commercial installations where cable (primarily network) is run long distances in a relatively open-airspace area (like above suspended ceilings).
In your case, however, you’ll be OK with regular cable.
I would advise using a good quality cable, however, unless you want to rip the wall open in a few years to replace the cable.