First of all, you can use the handy tool here

Using code:

You can first check if the given string is a valid EVM address by using isAddress

import { isAddress } from "thirdweb/utils";

const evmAddressToCheck = "0x...";
const isValidEvmAddress = isAddress(evmAddressToCheck);

// If isValidAddress === false then the given string is invalid.
// It is NEITHER a contract address or wallet address

If evmAddressToCheck is a valid EVM address:

import { getBytecode, getContract } from "thirdweb/contract";
import { ethereum } from "thirdweb/chains";
import { createThirdwebClient } from "thirdweb";

const evmAddressToCheck = "0x...";
const chainOfYourChoice = ethereum; // we use ethereum as the chain in this example
export const client = createThirdwebClient({
  clientId: "your-client-id",
});
const contract = getContract({
  address: evmAddressToCheck,
  chain: chainOfYourChoice,
  client: client,
});
...
const bytecode = await getByteCode(contract);

console.log(bytecode); // either "0x" or "0x......abcxyz....."

const isWalletAddress = bytecode === "0x";
const isContractAddress = bytecode !== "0x";