A creature possessing the feat Throw Anything can throw only improvised weapons without penalty
The benefit of the feat Throw Anything is that a creature possessing it doesn't "suffer any penalties for using an improvised ranged weapon." Its misleading name to the contrary, the creature can neither make attacks without penalty with weapons not designed for throwing nor can the creature make attacks without penalty with weapons with which he's not proficient, as in both cases these are not improvised weapons but objects crafted to be weapons.
Weapons on Improvised Weapons says
Sometimes objects not crafted to be weapons nonetheless see use in combat. Because such objects are not designed for this use, any creature that uses an improvised weapon in combat is considered to be nonproficient with it and takes a –4 penalty on attack rolls made with that object. To determine the size category and appropriate damage for an improvised weapon, compare its relative size and damage potential to the weapon list to find a reasonable match. An improvised weapon scores a threat on a natural roll of 20 and deals double damage on a critical hit. An improvised thrown weapon has a range increment of 10 feet.
Emphasis mine. For example, a generous GM may allow a creature that possesses the feat Throw Anything to make an attack with no penalty on the attack roll with a playing card as if the playing card were a shuriken yet modified by the improvised weapons rules, but such a creature could not make attacks with an actual, for-reals shuriken without suffering a –4 penalty unless the creature were, in fact, proficient with the shuriken, despite possessing the feat Throw Anything.
This jibes with the rules-as-written answers to this question and this question.
You can read about how folks on the Paizo messageboards agree that the feat Throw Anything is unusual in threads from 2010, 2011, 2011, 2012, and 2015.
On throwing swords and other weapons
The GM may make a reasonable house rule that allows a creature that possesses the feat Throw Anything to throw, literally, anything—including objects crafted to be weapons—with the understanding that such weapons are being misused (i.e. improvised) to a degree that the GM can change the weapon's printed statistics as the GM sees fit (such change the damage the weapon deals or the kind of damage the weapon deals) while having such weapons keep the improvised weapon's 10-ft. range increment and threat range/critical multiplier of 20/×2. Similarly, the GM may rule that a creature that possesses the feat Throw Anything and that throws as an improvised weapon, for example, a longsword may opt not to suffer the –4 penalty on the attack roll but lose the benefits of longsword-specific feats and special abilities he might also possess (such as the feat Weapon Focus (longsword) or the fighter special ability weapon training (heavy blades)). The longsword's not being thrown as a longsword, after all, but as an improvised weapon.
As an aside, making a ranged attack by throwing a melee weapon that does not have a listed range increment does not make the weapon into an improvised ranged weapon—the weapon remains an object crafted to be a weapon—, even though Weapons on Melee and Ranged Weapons says that doing so causes the thrower to suffer
a –4 penalty on the attack roll. Throwing a light or one-handed weapon is a standard action, while throwing a two-handed weapon is a full-round action. Regardless of the type of weapon, such an attack scores a threat only on a natural 20 and deals double damage on a critical hit. Such a weapon has a range increment of 10 feet.
…Which, for example, makes a thrown sword sound a lot like an improvised weapon, yet the above rules don't mention improvised weapons at all.
Creative director James Jacobs says in a 2012 Paizo messageboard post that he doesn't like allowing weapons to be used as improvised weapons, and he'd probably say No were he GMing a a Pathfinder Society adventure in which a character wanted to try wielding a weapon as an improvised weapon (and wasn't a monk with the archetype monk of the empty hand).