How can I figure out what material my row home's interior and party walls are made out of?
Sounds like plaster walls and the ceiling is gypsum boards covered with just a skim coat of plaster. My house in the midwest US has a similar setup. It was during a transition period (40s-50s) from lathes to gypsum boards so the walls have lathe and then rough and finish plaster but the ceilings have gypsum boards covered with a thin finish plaster. 

To hang pictures and stuff, I typically start the hole with a drill to get through the harder plaster layer and then tap the nail in the rest of the way. For heavy shelves in the closets, I've drilled holes and used those plastic inserts you tap in with a hammer and then put a screw into.