AIf I have several different color pieces do I glue them together? Or will they just stick when I press them together? And do I glue the final figure to the cake? I was kinda thinking of sticking a lollypop stick in it when I build it.

lollipop stick is good--

you have to adhere them on purpose to each other and onto the cake--

they don't just stick together without some melted chocolate or something--

♥