Small outside training wall

I would like to build a small training wall outside my garage. The Roof height is not tall enough to build an indoor one.

What would the experienced ones on here recommend in the way of wood to use for the panels, and for a lattice/campus (large rung) board?
Would marine grade ply be overkill?

Obviously I'd like to keep costs down and still have a system that works when exposed to wind and rain.

It all depends on how long you want it to last and what you consider "good enough."

How wet is it in Perth? I've only spent time on the right side of your fine continent. But it rains plenty in Syd and Melb with heaps of humidity too.

Wood rots when it stays wet. Getting wet isn't a problem as long as it can dry out within a relatively short time span. If Perth is dry, use anything you want. If it's wet, you'll have to consider that in your plans.

Simplest option: Build a roof over the wall so that it doesn't get rained on. Aluminum sheet goods are a common choice, but can be loud in heavy rain if its connected to your house.

If the wall is going to be getting wet repeatedly, marine grade ply is the right choice. Even better would be a rot resistant wood like teak or black locust, but that would be extreme overkill unless you had the money to burn and want it to be equal parts training center and art piece. Keep in mind that the ground is often the wettest thing around. Wood which is contact with the earth soaks up water like a sponge. Ensure that any wood isn't in contact with the earth by pouring 30x30cm concrete piers for any support posts.

Of course, I doubt more than 10% of home-based woodies go to this much trouble. They go down to the closest lumber yard, buy whatever is cheap, and build.

Marine grade (H6) is almost certainly overkill, and not all that pleasant/safe to work with or for the environment. Standard rule of thumb is H3 for anything which is going to be painted and not in contact with the ground (e.g. house cladding), H4 or better if in contact with the ground/ unpainted.

I'd use H3 for the ply, paint it, and make sure it's not in contact with the ground. Painting will do much more for longevity than treatment (it keeps the water out of the wood which treatment doesn't) and will also ensure that you don't expose yourself to too much CCA while using the board. Always wash your hands after handling treated timber, and wear a dust mask while sanding.

A good (cheap) source of timber for lattice/campus rungs might be decking - it's usually cheaper than similar sizes of framing, will be treated appropriately for outdoor use, and typically already has rounded corners. Same painting considerations apply.