Your post made me remember when my first PE set arrived. I was like, ok, now what do I do with this????
Here's a link to an article that helped me get started:
http://www.scalemodelguide.com/construction/techniques/photo-etched-parts-models/
If you Google "working with PE for plastic models", you'll get plenty of how-to's. Some of the UTube videos are pretty good too.
Like Bish, I also ran out and got a bending jig. Thought I HAD to use it. I seldom use mine either.
Couple tips for your consideration;
My go to glue for most (not all) PE is white glue. It gives working time (CA not so much) and excess is easy to swab off with a moistened paint brush. I like Gator's Grip glue myself. I suppose I am partial to it because the gent who makes it filled me in on on working with PE using it. I use CA gel quite a bit too. I like Bish's epoxy idea. A slow setting epoxy would offer lots of working time I suppose.
I followed the advice of the first link above and got a little glass cutting "mat" (used a cover from a halogen fixture that went toes up). Don't cut PE off the frets on your self-healing cutting mat, the parts will bend, gauranteed.
Have fun with your PE, and welcome to FSM.