Few questions about concrete/cement wall inside of the apartment and which screws to use
Cement is a powder, so I doubt your walls are cement!  You might have lathe-and-plaster walls.  (What country are you in and what year was the apartment built?)

If your wall covering is sandy plaster, then you would attach light shelves and pictures by pre-drilling holes with a masonry bit and using expanding anchors or toggle bolts.  

Heavy shelves or cabinets will require screwing to a stud (which you are referring to as a beam)