Get thermal PASTE not glue. Artic Silver 5 is the best.
The motherboard will come with cables for your drives,and a CD with drivers on it. You will be using the CPU (Intel processor) from the original motherboard.
You can buy a new CPU if you want to, though. You have a Celeron, which is basically a Pentium that has had its wings clipped (a figure of speech, but easier than trying to explain about disabled cache and the speed difference it can make). The best ones on NewEgg is a 3.0 Prescott for $85 and a 2.8 Northwood for $70. Both would be a step up from your current Celeron, but the Celeron will work just fine as well.