Insert a masonry bit in a rotary hammer drill. Use the size specified on the box for the anchor you chose. If you do not know what size to use, experiment by drilling different size holes until you find one that does not spin out when tightened.
Drill a hole at least 1/4 inch deeper than the length of the screw. Drill through the material and into the block or concrete at the same time. If you expect the screw to set into the material, drill the hole a little deeper.
Install the screw with an electric drill. Do not over-tighten the screw or it will spin out.
Drill a hole through the material into the block or masonry about 1/2 inch deeper than the length of the anchor. Back in and out of the hole as you drill to clean out the concrete dust that can bind the drill bit.
Insert a concrete nail designed specifically for concrete and drive it down with a hammer. Concrete nails are hardened steel and coated to provide a rugged surface which holds very well in concrete or masonry.
Adjust the material and drill the rest of the holes. Work from one end to the other if your material is bowed.
Drill a hole in the concrete or block with a masonry bit.
Insert the sleeve anchor in the hole and tap it down with a hammer.
Turn the screw head or tighten the nut until the anchor is fully set. Do not over-tighten. Sleeve anchors with nuts on them can be pulled out the hole.