hehe... that's just the most obvious of the skewed information in this thread.
We have a contractor consulting saying you really should spend the extra money on the install for a complete tearout with nailing fin -- which stands to reason, since the contractor gets paid for the installation and doesn't care about anything else! While I agree that nailing fin is fine for an addition or if they're already tearing off siding to replace it, there's really no other benefit. No, your windows will not be "glued" in place
-- they get screwed on the left and right side, and have aluminum capping wrapped around the outside to make it blend in with the wall (varies for brick or stone exterior). That capping gets caulked to the window frame for a good weatherproof seal -- exactly the same caulking as you'd need with nailing fin.