Glue probably won't work - lots of epoxy might help and I've used it in the past for small pieces (with the help of rods and cable ties.) I think the fiberglass rods from Home Depot are the usual choice, but
acrylic rods are also an option and are better IMO, since they are clear - not dayglo orange.

To drill holes, use a masonry drill bit sized slightly larger than the diameter of your rod. Be careful - saltwater ruins drills. Drill at least 2-3" into the rock.
Cable ties work wonders, but if the structure is extensive, you'll probably need some PVC support beneath the rock to keep things tight.