You need plasterboard adhesive and they need to be dotted every 300mm (12") and then mechanically fixed with drilled, plugged screws - For Aquapanel or similar cement-board.
If it's Marmox-type foam board with blue foam in it. Then you'll need to spread tile adhesive that's flexible (S2 in UK I THINK) as if you're tiling the boards to the wall. As this will give you protection against the weight. Don't dot and dab those types of boards. They're mean to be spread, on the wall, then stuck to that as if a big tile.