Unfortunately the Wikipedia articles on 'glue' and 'adhesive' don't seem to answer the question about the mechanism by which glues work.
I did a little internet searching and did not find anything too useful there either.
As far as I understand them, glues work as a molecular velcro, with little molecular hooks hooking into molecular hooks on the surface the glue is applied too. Then by some method the glue will stick to itself (polymerization in the case of superglue, for example) and will stick via molecular hooks to the opposite surface.
Please note I know little about glues and may be making some mistakes and may not be describing alternate mechanisms which may also be used.
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