StoryofStyle
Climbing Wall Tutorial
Materials
4x8 Plywood 3/4 (0.75) in (1 sheet or more based on your design)
Wooden Climbing Holds (25 or more) Or Plastic Climbing Holds
T- nuts (optional - if you plan to move around the Climbing Holds)
Screws to Hold Plywood in 2x4s
2x4s (2 or more based on your design)
Wooden Lattice to cover sides
Tools
Drill Spade Bit for Wood (Linked a whole toolbox here - spade bits included)
Steps
First step is to mark the plywood for the holes. I used a T-square to draw a straight line grid. The holes are placed at 6 inches apart. You can place them even further if needed. We chose this width so we can have multiple permutations for the climbing holds to move.

The next step is to drill holes at the intersections of the grid. The climbing holds come with the hardware, i.e. the screws and the T-nut in which the screws go. The purpose of the T-nut is to sit snug and tight in the plywood, and not move too much due to consistent and persistent force over time. Choose a drill bit through which the screw and the T-nut can pass, but it should only pass and not be overly free.

Once the holes are done, flip the plywood and hammer in the T-nuts.

Dry-fit a climbing hold in with the screw and the T-nut. It is better to sand off the pencil marks (lines that your drew) now or erase them. I did not, and found out that it creates too much mess in the room :)

The climbing wall plywood needs to be held on the wall in the studs. Use a Stud Finder and mark the studs on the wall.

If the wall studs do not align with the drilled holes, you can place horizontal 2x4s to screw in the sheet through existing holes. This is done merely for aesthetic purposes. We can drill screws through the sheet to match the vertical studs on the wall, but that would leave too many unsightly screw holes on the front, so we opt for the horizontal structure. (The baseboard is also cut to have a consistent design).

We built a box around the wall using two vertical strips (the Wooden Lattice in materials) cut to size, to hide the underlying structure.

The wall is then screwed into the structure. Four screws on each corner, plus the hidden screws through the holes, hold the wall.

I put a lattice border around the front to hide the side lattices, and for aesthetic purposes. I also sanded the lines down at this stage ... what I should have done earlier (lesson learnt) ... before bringing the sheet into the room.

The Climbing Holds can now be added. You can also stain at this stage. Caulk and fill all edges and nail holes, and you are done.

We added wainscoting to the top and the sides of the wall to keep the room design consistent and flowing.