The lines with the arrows are direction indicators. The arrow points towards the top of the shape, so you always know which side is up. The x's are alignment markers, useful when you need to match up seams of other shapes, but you probably don't need them in this case.
Glueing together: you probably printed a shape including seam allowance. The solid line shows the edge of the actual shape, the dotted line shows the seam allowance. Cut the shapes along the dotted lines, then find the "Glue edge #" sides and match those up. For each segment to glue together, you will need to cut 1 shape along the solid line (remove the seam allowance along that edge), then glue it onto the seam allowance of the other shape. This effectively makes sure that the solid edges of both shapes are on top of each other.
Hope this helps,
Arnout
