I'll start by saying that I've never espaliered anything, but I do understand the basics. The reason you espalier a tree is so that you can get all the limbs very close to your house. The theory is that the reflected and radiated heat from the house will warm the area around the trees and allow them grow in climates that they wouldn't survive in when exposed to the cold temperatures and winds of the area.
Most apple trees actually require cold temperatures to set fruit. You can see them listed by the amount of freeze hours they need every year, so unless you're in a super cold area and you're worried about it, you probably don't have to espalier these apples unless you want to.
I know people will espalier for decorative fences and other areas, but I don't try to fight with my plants. I try to do maintenance pruning every year to manage my trees and bushes, but then prefer to let them grow naturally how they want past that.
You shouldn't have to drill holes in your house. You should be able to get them close enough for the benefit of the reflected warmth just putting in posts and running cable through it to attach your limbs to. I don't thin those branches would put enough stress on the posts to need to anchor them with concrete. I would recommend finding some type of sealing paint and paint the portion of the post below the ground. As it's been explained to me, rot occurs in the top 6" of soil. They say that below that, the ground is too anaerobic to support the bacteria that actually destroys your wood posts. Supposedly it's those bacteria and not the water in the ground itself. The moist ground around the post just supports them.
I'm sure someone else here can give you a much more knowledgeable answer on how to train a tree to espalier. For that matter, youtube can probably tell you better than me, so I'll leave it her. Good luck.