You either use "masonry anchors" or hang them with a long, thin wire from the nearest wood up above. With masonry anchors, you drill a hole with a masonry bit, insert the anchor, and then the screw going into the anchor spreads the anchor outwards so it grips into the insides of the hole you drilled, which (usually) prevents it from popping out.

And just to add to lawrence's post........

A TAPCON screw is a special concrete fastner that fitts into the hole in the concrete without an additional anchor required.....

Purchase the carbide drill with the screws to get the right fit........and the power driver on the drill makes the job easy.......hex/phillips screws give a strong hold for metal shelf brackets .........or the screw alone for a picture hook..........