How do you attach them? Do they come with tape/adhesive or does the store sell it?

It does come with tape but it also has another built in mounting - actually pretty cool and very stable -but I used 4 mirror clips anyway.

I use double sided "foam" tape. Once they are installed, they stay put! I have also used liquid nails, but that is overkill. The tiles do not come with any means of attaching them. Just the tiles.