In South Korea, the walls are not always made of plaster or jeep rock. You can expect the outer walls of your Korean apartment to be made of brick or cement, which means if you want to hang up a picture that cannot be held up with tape, you're going to have to drive a screw or nail into the wall that can sustain the weight of something that is heavy.
Even though winters get really cold, this is hardly expected in South Korea. Most Koreans wear light skimpy clothes in the winter and bundle up with electronic blankets and mattresses during the coldest winter months. Obviously the higher North you go, the colder it gets. For instance, if you live in Busan you don't need to bundle up too much. However if you're fighting the winter in an apartment in Seoul or Chuncheon you'd better know a few things about the walls of your apartment: they're made of cement covered in wall paper.
Depending on how long you're planning on staying in South Korea, you might have had the notion to decorate your apartment. I certainly did. I really don't know that it is with Korean architects and color coordination.... White walls, white ceiling, white counter top.... doors. Why couldn't they give us a brown door? This may not be the case for your apartment, but you'll notice that the vast majority of apartments in Seoul have this "white wall" syndrome.
The kind of nail you're going to need is different from most nails. You need to buy a cement nail which you can buy at Home-Plus or Lotte Mart. You can buy a hammer, but since you'll leave most of your furniture in South Korea when you leave to return home you might as well borrow one from your school.
Home-Plus stores are typically found near a Korean subway station. However if you live outside of Seoul or Busan you'll find them in heavily residential areas as well.
Hammering into concrete makes a certain kind of sound that is loud and unmistakably betrays what you're doing. I say betray because most landlords don't want you drilling holes in the wall, so if you do you'll have to pay if you put "key money" down. I put down 500,000won. Frankly I don't care because it's really important to me that my home is a place that fosters mental relaxation and creativity.
Do all your nailing on one day so you reduce the likelihood that your landlord pay you a visit. Korean landlords want to preserve the longevity of their walls so they can be sure to keep the apartment's quality top notch.
Of course if there are no cement walls in your apartment don't bother hammering cement nails in the walls. In fact you could just use tacks and make paper frames. If you do this, you'll get your 500,000 won back when you leave for sure.
As an aside, you could also buy some plaster and fill the holes the cement nails make to make it look clean. If the landlord doesn't check up on your apartment, you just might get your key money back.