If the holes are relatively small, you can just mud over them with drywall mud, patching plaster, etc.
If you have a lot of holes and/or they're really big (assuming this is plaster and not drywall) you should call a pro if you want it to look good.
If the holes are deep, but you're going to do it yourself - it depends on what's behind the holes... If it's a giant hole and a wall cavity, you'll need to get some kind of backer in there (lathe, drywall, even crumpled up newspaper if it can be packed in tightly.)
If there is already lathe behind the holes, but they're too deep for filling with patching plaster (i.e. the plaster sags and then glops out of the hole and runs down the wall...) mix the patching plaster (or drywall mud) with some portland cement - it will stiffen up and dry quickly. Spread it in the hole in such a way that you can come back to it later and spread "clean" mud (i.e. not mixed with cement) over the patch.
If you need more detail than this, please repost a new topic with a more specific question.