For moving around in the perspective viewport, there are several options :
- use the buttons at the far bottom right to move or rotate the view
- use the wheel mouse (rolling=zoom, pressing while moving=moving viewport)
- create a camera, have that viewport changed to the actual camera view and move the camera around with the other viewports

As for the glueing:
- if you want to have objects permanently attached to each others (with no options to break them easily), you have to change all those objects to the same kind of object (mesh, poly, ..) and use the button (in the mesh/poly/... modifier options) to attach all objects to each others
-if you want to glue objects together on a temporary base, use the Group menu option. It groups objects as one group so that group is considered as one object.

But the best solution for you is to go throught the GMAX tutorials. It will prevent you from asking alot of questions.