The foam board can be attached using small concrete screws. Think of them just like installing sheet rock. You just want to "dimple" the material.
As for condensation, the best thing to do would be, put some kind of sealer on the walls. A dehumidifier may help reduce the condensation. The very first thing I'd do is make sure it's condensation. Tape up some tin foil or syran wrap on a wall. If the moisture is next to the wall from being covered, then it's condensation, it's on the outside, toward room, your walls are leaking moisture from the surrounding ground surface.
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