If you use a hot glue gun, it is likely to melt the plastic foam. Aileen's Tacky Glue or the Elmer's white that Holly recommends are your best bet. The T-pins are a bit stiffer than the dressmaker's straight pins, and quilter's pins are longer. With those in your tool box, along with drafting tape, you should sail right along.
I'm suggesting drafting tape for dry fitting instead of masking or painter's tapes, which may pull at the paper surface of the foam core board. Drafting tape is meant to hold paper and remove cleanly.