There are many different ways to anchor things into concrete, each with its own distinct difficulty, cost and holding power.
Concrete nails simply keep things from sliding, but have very little resistance to "pull-out".
Tap Con or Grip Con screws actually cut threads into the sides of the pre-drilled hole to provide quite a good grip, usually stronger than plastic or lead anchors.
Some machine bolts have metal parts that expand in the bottom of the hole.
The photo shows the special "mixing nozzle" on the end of an epoxy gun made specifically to lock any threaded bolt into concrete, perhaps the most permanent of all anchors.