This is a nice demonstration of affixing wood (in this case, window trim) to a cement-stabilized compressed earth block wall. These CEBs, even though they're stabilized with only 8% cement, are as strong as and more dense than traditional masonry. That being the case, you have to be prepared with the right tools to make life easy on yourself when working with this type of masonry.
Incidentally, as an alternative to using anchors, as seen in this video, we had a really good experience with the Wall Dog mounting screws shown here: http://anchors.dewalt.com/anchors/products/light-duty/wall-anchors/wall-dog/ These screws have threads that are spaced far apart; this allows them to grab into the compressed earth block really well.