How can i ''glue'' two prims in Second life?

To attach two prims, right click on one of them. Go to "edit".

Now, with that prim selected, hold down Ctrl on your keyboard, and left click on another prim (the one you want to connect).

Now, with 2 or more prims selected, go to the Tools menu (top of the screen), and choose Link. Provided the prims are close enough together (in practice, it seems to be about 4.2m apart max), and the center of them are not too far apart (can happen with big prims, esp. mega prims), you will see them link (the prims wont actually change, but you can tell by the selection outline around them).

You can unlink them basically the same way. Select the (now linked) prim, go to Tools, and choose Unlink.

If you decide you want to edit just one of the prims in the linked series, right click the linked prims and choose edit. Then, there is a checkbox for "edit linked parts" (or something along those lines...). Check that box, and you can edit each piece, while they are still linked together.

Hope that helps!