How in the heck do I hang things in a 1920's building?!?

Hello there! I am a young female that is NOT anything close to a
handyman, my man is a computer geek (even LESS handy), and I need
help! I want to hang pictures as well as heavy curtains/rods and
surround speakers in my place but everytime I try I make a huge hole.
I have some anchors that the maitenence man gave to me, a decent drill
and an wide array of different screw/nails/etc. and a hammer. HOW IN
THE HECK DO I HANG THIS CRAP? Please-HELP ME!

Thanks!
Krissy

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