There are several systems for attaching shelving to a wall, and they all require screws. Since plasterboard doesn't hold screws, you have two choices: screw into the studs in the wall behind the plasterboard or install wall anchors in the plasterboard and screw into those. If you use wall anchors, remember that cone-shaped expansion anchors are not rated for much weight and can slip out, especially if there is lateral pressure on them. You're better off to use threaded or winged anchors, toggle bolts or molly bolts.
Screwing into the studs
Find the studs in the wall either by tapping or using a stud finder. Draw light marks that are easily erasable along each stud to be used for hanging the shelves.
Use either tracks and brackets or shelf hangers to support the shelves. Tracks are long, notched metal bars that you screw to the wall. They are designed to accept metal brackets to support the shelves. Hangers, on the other hand, are L-shaped and screw directly into the wall. These have screw holes on both sides of the 'L' so that you can screw the shelves to them.
Set one of the top shelving hangers or the top end of a track in position and drive a 4.3 cm (1 3/4 inch) screw through one of the holes into the wall and into the stud. Plumb the hanger or track with a level, then drive a second screw through another hole. If you are using a track, continue driving screws down its entire length.
Set a hanger or track in front of another stud, then use a level to make sure it is at the same height as the one you just installed. Screw it in the same way. Continue adding hangers or tracks as needed to accommodate the length of the shelving.
Install hangers for another shelf 30 to 40 cm (12 to 16 inches) below the row you just installed. Screw them in as you did the first row, using a level to make sure they are at the same height. Continue adding rows of hangers in this way to accommodate the number of shelves you need. You can skip this step if you are using tracks since they already extend to the bottom shelf.
Set the shelves on the hangers and secure them with 1.2 cm (1/2 inch) screws from underneath. If you used tracks, hook the shelf brackets into the notches of the track and set the shelving on the brackets.
Using wall anchors
Mark the position of the first hole you need to attach the top hanger or the first track. Drill a hole through the plasterboard that will accommodate the type of anchor you are using. If you use winged anchors or toggle or molly bolts, this hole must be large enough to push the anchor through it. If you use threaded anchors, this hole should be slightly smaller in diameter than the threads of the anchor. For toggle or molly bolts, unscrew the setscrew from the metal sleeve and size the hole so that the sleeve fits tightly in the wall.
Screw the hanger or track to the wall with one screw only, without fully tightening the screw. Then pivot the hanger or track on this screw and use a level to plumb it. When it is plumb, mark the positions of the rest of the holes. Unscrew the screw, remove the hanger or track, drill holes through the marks, then install anchors or bolt-sleeves in the holes.
Reattach the hanger or track to the wall, screwing into all the anchors or bolt-sleeves and fully tightening the screws.
Install all other hangers or tracks you need in the same way, using a level to make sure each is at the same height as the ones already installed.
Even the strongest molly bolts are only rated for 22.7 kg (50 lbs), so if you plan to store heavy items on the shelves, screw the hangers or brackets into the wall studs.
Winged anchors and toggle bolts are difficult to remove once they are installed. Be careful when placing these, and don't use them if the shelving is temporary.