Hammer drill. As an example would I have to drill a hole
In this thin board with a regular drill. Remove the board and drill
The hole in the cement using the hammer drill and then place
The anchor. Or can I use the hammer drill right through the board into
The cement all in one shot, then remove the board and place the anchor?

The hammer drill willhave a masonary bit so it will tear up the board a bit but yes you can do it all in one shot. However, the hole in the board is usually smaller than the hole you need for an achor.

Thank you so much