You can just lean it against the wall (as my 3 are right now). I keep meaning to do something about it, but they work just fine like this.
My friend attached hers with velcro. Some strips on the wall with matching strips on the back. And press. Done.
If you want a more permanent solution attaching it to the wall, you could just screw it. But I would first glue a slat to the back near the top, and then put the screw thought that into the wall. If you don't put in the slat (or some sort of stabilizer), it's possible the screw will maybe crack the board, or it might work itself out through the top of the board. YMMV.