Frets- I know I'm a bit late on this BUT....
Always check the slot for debris before pounding in the fret. It should go all the way into the slot with just a few good whacks. Usually CA glue is only needed when the ends dont want to stay down. Use a metal scale to push the ends to make sure they are installed tightly. Even many new guitars have "loose ends" of frets.
The file you have pictured is MUCH too coarse. I hope you found one more like Charles' pic.
Glue- wood to wood- titebond or similar.
wood to metal- CA.
wood to plastic (like plastic binding) solvent containing clear glue. This isnt as easy to find as it used to, since some dumb people wanted to sniff it instead of creating art.
When you go to glue on the fingerboard, pull out two or three frets, clamp it in place, and drill some small holes through the fingerboard and slightly into the neck. Use some small brads to pin the neck so it cant move when clamping and give you one of those "oh sh...!" moments.
-r
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