In reply to Dams:
Does it not have branches they can climb?
Don't be tempted to screw them into the tree, you'll put a lot of wound on it which could become entry points for disease.
Attach the holds to bits of plywood and strap that onto the tree, it'll be a bit crap though.
TBH You're best off getting a couple of sheets of ply and using the holds to make a wall.