Cheap way of attaching canning jars to a concrete wall?
Perhaps a hose clamp: 



Find one large enough to fit around the jar (bigger is better). Being mindful of how the clamp closes so you don't interfere with that operation, you could use a small screw through the slats of the clamp into the wall or a board. 

Depending on what you're trying to do, you could attach the jar and ring assembly to a nice piece of barnwood or something if you're going arty, and then attach the board to concrete through any number of methods- tapcon screws, 3M adhesive, etc.

This would also allow you to remove the jar for cleaning or refill by simply expanding the ring's closure to remove the jar