Click on an object in your inventory, in an open container window or on the ground, drag it anywhere on-screen and then release the mouse button; you can hold the shift key down to move the screen focus away from your character. As long as there is no red X where your drop the object, indicating something is in the way (walls, rocks, etc) the item will be 'thrown' from where it started to that location.

The main character can not throw things directly, except when using certain skills (Spear Expertise, Boomerang...).