As I understand things, you got the correct size shafts, but wanted completed arrows instead?

You'll have to get them fletched, cut to length and have the inserts installed. If you're not experienced at doing that kind of thing, and don't have the proper equipment, then it's best to have the shop do it. But, to answer your question, a gelled cyanoacrylate glue is best for vanes. I've used plain super glue gel and done very well with it. For installing inserts, I've had my best luck with 24-hour epoxy.

I HATE those Gold Tip nocks. I'd recommend getting some Easton Uni-bushings installed in them and using Easton nocks. The uni-bushings are a lot more consistent and they help strengthen the nock end of the shaft. Most of the carbons I've scrapped out have had cracks at the nock end of the shaft.