What people are forgetting to mention is that not every "normal" drill can actually make a hole in concrete - it depends a lot on the power. A standard 500-600W drill can do it, yeah, but it's going to be slow and exhausting - you're going to need patience and can't force it. Now, an impact drill (the one with the actual percussion mechanism) makes a huge difference, because it's not just rotation, it's impact that breaks the material. If you've got an impact drill at home, go for it with a carbide bit and low speed.
Now, if it's purely rotary drill, you can still do it, but it's going to take more time. Use a tungsten carbide or carbide bit (the previous answers got that right), speed between 400-600 rpm, and put a little water on the bit every now and then to cool it down - that helps the bit last longer. Mark where you're going to make the hole beforehand, because concrete resists a lot and the bit can slip at the start.
For a really heavy cabinet, you're probably going to use expansion anchors or chemical anchors along with alloy screws. The hole needs to be straight for that to work. If the wall is really thick or really hard (reinforced concrete is a pain), it might be worth calling someone who has a drill press or even a proper brace, but for most cases an impact drill does the job.