How can I attach cabinets and shelves to an Insulating Concrete Form wall?
For heavy loads you can use masonry screws (Tapcon).  It is imperative that you drill to the proper depth and clear the dust from the drill hole.  I highly recommend the hex head Tapcon over the Phillips.

ICF usually has these layers from inside to out:
1. Drywall
2. ICF polystyrene foam form with composite anchor strips at 8" centers for drywall and lightweight mounting
3. Concrete wall
4. ICF polystyrene foam form with composite anchor strips at 8" centers for stucco lath and lightweight mounting
5. Stucco

The strips can be used for light mounts using multiple anchor points but loads should anchor to concrete.  You will have to know the depth from your anchor point to the concrete and then add at least 1" to drill and embed the Tapcon.  In my application: 1/2" drywall + 3" foam = 3 1/2" to concrete + 1 1/2" Tapcon embed = 5" Tapcon using 6" Tapcon drill bit on cordless hammer drill.

Again it is imperative to clear the borehole of concrete dust or you will snap the head off the anchor.  If you do it right these anchors have 10X the load capacity of studs.