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Looking up into the dictionary I see that ながら is a particle, not familiar with
that concept I just know that it connects to verbs and means "while"
introducing a new event clause.

But there is lot of similar words to express the same idea : まま、際に、とき、どうじに、加えて
which are all adverb types.

Is ながら of the same type? Could you technically use it at the start of a
sentence?  
If not could you please provide an example of where you use ながら where you
can't interchangeably use an adverb from the list above?
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grammar adverbs
Is ながら an adverb?
I think you are confusing adverb as a part of speech and words/phrases that
work adverbially (modifying verb/adjective/adverb).

It is partially a matter of opinion which part of speech a word belongs to,
but none of まま、際に、とき、どうじに、加えて is usually considered as an adverb. Neither is
ながら, which is the answer to the title.

(According to most dictionaries) ながら (and まま) is a particle, and falls under
the subcategory 接続助詞{せつぞくじょし}.

* * *

As for the others, 際に and どうじに are noun+に; とき is a noun; 加えて is a te-form of
verb 加える. (An equivalent of 加えて is the English adverb _additionally_ , but
that does not make 加えて an adverb.)

All these are not completely interchangeable, but how non-interchangeable is a
bit too broad to answer.
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You really should learn more about Japanese grammar and what the basic terms
mean. Japanese sentence construction is very different from English and uses
some substantially different concepts, so you cannot just apply English terms
directly to all Japanese words without understanding how some of the uniquely
Japanese aspects actually work. If you do not know what "particle" means,
which is a fairly basic part of Japanese grammar, then it makes it very
difficult to actually answer your question.

The basic answer is: ながら is an _adverbial particle_ but it _is still a
particle, not an adverb_. What that means is that it must be connected to
something else (in front of it) to be grammatically correct. You cannot, for
example, use it at the beginning of the sentence.

Attaching ながら to the end of another phrase allows _that entire phrase_ to
function as an adverb in the larger sentence. However, ながら is arguably not an
adverb by itself, because if it is not attached to a larger phrase, it has no
actual meaning. It's just a particle.

If you want to equate it to something in English grammar, the closest
approximation would, I think, be that it is similar to a preposition, not an
adverb.
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answer