How can I attach plywood to a wall without damaging the wall?
You can hang the plywood panels with french cleats to minimize damage to the walls.  One half of the cleat is screwed to the wall and the other half is screwed to the panel.  Then they hook over each other to hold the panel on the wall.  

Make sure the cleat is screwed into studs so it can support the weight of the plywood.  You can use a strip of wood screwed to the bottom edge of the plywood panel to hold it out from the wall even with the top cleat.