It's relatively straightforward.
You'd first need to know the limb you were gluing to, with hierarchy animation the pivot points of the limbs are the glue positions. With mesh deform animation, the bone locations are the glue positions - it's easy to get working though. I usually glue a gun to the writst, where there's usually always a limb, and the gun has to be offset so it sits in the hand nicely.
Once you have the object loaded you simply:
GLUE OBJECT TO LIMB Playerobj,Limb,Gunobj
Scaling can be weird, the glued object takes it's scaling from the parent object, but you can scale the glued object afterwards, can be tricky to get the sizes right.
Use a dummy limb on the gun object for it's firing position - you can get the position of a limb by using the LIMB POSITION X(Obj,Limb) commands (Y and Z axis too).
Van-B

I laugh in the face of fate!