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I'm not sure what "lining" you're referring to, so am going to assume you're asking whether the anus and/or the rectum can be damaged during anal penetration. The answer is yes. Here's some information about anal sex.
Many people greatly enjoy anal stimulation—whether with a tongue, finger, penis or dildo. Your profile states that you’re a woman, but most of the following applies to both sexes.
The keys to anal sex are 1) lots of lube (the anus doesn’t produce its own lubrication), 2) lots of stimulation of the anal area (to relax that tight sphincter) and 3) gentle, slow penetration, not just ramming it in. Be sure you and your partner are communicating during anal sex; tell your partner when you experience pain and when something doesn't feel good so that you can stop or go slower. Start gradually and slowly, first with just a finger, and then if you mutually decide on penis insertion, do that very slowly as well. It’s OK if you discover that you only want to be penetrated by something small, rather than something a bit more “important” like a penis.
Very important: The anus is a very tight orifice, and tears easily, leaving it vulnerable to infection, so BE SURE to use a condom. And don’t put anything in your vagina that has first been in the anus (fingers, toys, penises, etc.) without using a new condom, because the bacteria that live in the anus can be harmful to the vaginal environment, which can cause various unpleasant side effects like yeast infections.
If you’d like more information about anal sex, I highly recommend the book, "Anal Pleasure and Health," by Jack Morin, Ph.D. This is the most authoritative book about anal sex, written by a prominent sexologist. Dr. J
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