Depends on the type of model.  If the aircraft had fixed landing gear then the model needs the gear to look proper in the air.  If the model had retractable gear you could build removable gear for flight and just use the gear for judging and display purposes. 

Removable gear can be mounted in many ways.  Aluminum or paper tubes that the gear legs plug into.  Or pockets in the fuselage that will hold the gear legs.  So it's really up to the modeler.

As for glue for plastic wheels...you will need a plastic glue like Testor's plastic glue. Sometime you can use straight acetone and a small round brush to apply it on the joint.  The joint needs to be flush with no gaps for Acetone to work.  I would also make sure it works on the plastic you're using. It doesn't always work on all the plastics that model companies use.  Duco might work it's an acetone/laquer based glue. 
Tom