Woodpeckers can do quite a bit of damage to a home if they are insistent on digging into it. Unfortunately, there isn’t a lot you as a homeowner can do about the bird, since they are protected, but you can do your best to discourage them from coming back to your home.
It is important to realize that the most likely reason for the woodpecker digging at your home is that there are wood-destroying insects inside of your walls that it is trying to get to. In a way, you could be thankful to the woodpecker for letting you know there is a problem. Getting the insects exterminated could make it less interesting for the woodpecker to attack your home.
But what if that doesn’t work? Well, you can always add some netting over the area that the woodpecker seems intent on, hoping that denying him access will keep him away.