The Wall [baratheon Location], A Time of Ravens 37, reads:

If it is Winter, your Baratheon characters gain the Night's Watch trait and do not kneel to defend.

My question is: Baratheon characters in your hand also gain the Night's Watch trait as long as it is Winter? What about cards in the dead/discard piles?

No and no.

The Wall can only affect cards that are in play.

In general, cards that are not in play (hand, deck, discard pile, dead pile, etc.) have no interaction with cards that are in play unless some card effect somewhere specifically says so.