I first saw your work some 6 years ago here on youtube and i was amazed by the simplicity and beauty of it. Your videos have truly inspired me every year around Christmas, and my nativity scene has been growing and growing since :) thank you for such wonderful ideas!
You can use vinyl glue with flat surfaces. But for irregular pieces, tootpicks are better. Don't use glues with solvents (practically all flammable glues).
I'm sorry but I haven't instructions with measurement. Anyway you should create your cave with right measures in way you can fit your statuettes. I suggest you to measure your statuettes and make the height of the cave at least 2-3 cm highter than them.
You can see a slightly different approach at ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-5qksMWDsrfc.html Incredible results, very cheap budget. Cheers