I was planning to put climbing holds on the wall in my son's room. It's plasterboard walls, and the installation instructions say that to be able to put climbing holds on plasterboard walls, you first need to mount plywood. I guess plaster doesn't support too much weight. I'm not at all a handy person, so my probably very simple question is how to then mount plywood on the plasterboard wall so it holds when the children start climbing on the climbing holds that are to be attached to the plywood, which is then mounted on top of the plasterboard? 
It's likely possible to mount in drywall with molly. When I did it, I took down the drywall and placed OSB behind it and then renovation drywall. It became too complicated to use molly. If you are going to put plywood on top, you should screw into the studs.
Is it meaningful to have a "climbing wall" inside the home?
If the child stands on their bed, won't they reach the ceiling without climbing steps?
If the child stands on their bed, won't they reach the ceiling without climbing steps?
The best thing, as described above, is to try to find the rules and tweak them. But it can be tricky. The next best option is a molly screw, as Daniel 109 wrote.
http://m.clasohlson.com/se/Skivexpander-M6-dubbel/Pr409225006
is an example of a molly screw.
KoW: you can climb sideways, just hang to train forearm strength, and if you are, for example, 125 cm tall, it is quite a way up to the ceiling. Now, the OP's question wasn't about whether it was sensible or not, but rather how to attach a plywood board to a plaster wall.
http://m.clasohlson.com/se/Skivexpander-M6-dubbel/Pr409225006
is an example of a molly screw.
KoW: you can climb sideways, just hang to train forearm strength, and if you are, for example, 125 cm tall, it is quite a way up to the ceiling. Now, the OP's question wasn't about whether it was sensible or not, but rather how to attach a plywood board to a plaster wall.