In reply to alexdulac:
When you say drill into the concrete if you mean the floor then yes but if you mean prefabricated wall panels then no.
I've never built one but 4x2 timber for the frame screwed together with 100mm screws, 2 per joint should hold a frame together. I'd read up on 'timber stud walls' to get an idea of what kind of spacing you will need between timbers.
Make sure your cuts are accurate as badly cut ends don't fix well. An electric chop saw is great.
Make sure your structure isn't so top heavy that it tips over and lands on you.
Ply comes in different grades and density, 18mm ply is great but OSB is rubbish.
Get the material from a timber merchant, they are much cheaper than crappy B&Q.
Take a material list and price it up, this won't be cheap.
60mm screws should hold your ply to the frame well.
Glue will make it stronger but will not take apart without destroying it.
Hope that helps and good luck.