Hello, I just lost two important games in a competition because of my opponents aggressive kingside pawn attack. After developing pieces they played f4 and soon started attacking with g and h pawns too, although they had castled kingside. Have you got any suggestions for such cases? I didn't know what to do and I lost quickly.

Read several books:
Books by Znosko-Borovsky on the Middle Game, and his other books.
He teaches targets on h6, g7, and h7. Famous games by Alekhine and others.
Another book is the Middle Game of Chess by Reuben Fine.
Dated, but a classic. Reuben Fine teaches evaluation of position.
There are also books by Euwe, and Keres on the subject.
Newer books are just a rehash of Znosko-Borovsky, Reuben Fine and Euwe.
There is a Chess term- "walking into it", which means Black 0-0 into
a bad position.
Another problem: You can not memorize openings. Alekhine once wrote
you can not make Chess moves without knowing why. So do not copy
Grand Master Opening moves for the sake of making moves.
A newer book is Kotov's Think Like a Grandmaster. The section on
Candidate moves. Never make a move without knowing what your opponent will reply. Candidate moves are possible (good) moves by both sides.
There is also a good book to read from the Russian (Tactics). 900 or so
positions from GM play where you figure out the moves which will be made.
Some are easy, some are hard. Middle Game to End Game play.
On playing correctly do what Bobby Fischer probably did.
Go over Morphy's games. Fischer called Morphy, the World's Greatest Player.

I'd encourage you to record your moves and post the whole game, because it's really hard to give advice like this in abstract.

That being said, the canonical advice is to meet play on the wings with a counterattack in the center. By breaking open the center, you can prove your opponent's pieces are misplaced. My opening up the center, you can take advantage of his exposed king. (After all, if you're improving the positions of your pieces while he's pushing pawns, when the center opens it will favor you).

But it also requires courage, calculation, and imagination. A kingside pawn storm may not be sound, but it's still dangerous. Often you have one move, or two, where you can play dynamically and turn the tables. But sometimes that requires a sacrifice or some harry tactics, and if you miss it, then your king is vulnerable.

Post a game or two, and we'll be able to offer more specific information.