Are both okay-
What is he pointing to?
What is he pointing at?
I am not a teacher.
They're both OK, but you shouldn't take that to mean that they're necessarily interchangeable.
'Point at' is the physical act of indicating something (usually with a finger), 'He's pointing at the man' or directing a weapon or object in a particular direction 'Don't point that gun/torch/camera at me'.
'Point to' is used to cite something in support of something else, 'All the evidence points to his guilt' or to describe how something is facing, 'The sign is pointing to the left'.
In these examples I would not swap one for the other.
"Point to" is also used to mean pointing a finger in the direction of something.
Remember - if you don't use correct capitalisation, punctuation and spacing, anything you write will be incorrect.